This video is about Mean Reversion in the stock market. • Chan, K. C. (1988). On the contrarian investment strategy. Journal of Business, 147-163. • Lakonishok, J., Shleifer, A., & Vishny, R. W. (1994). Contrarian investment, extrapolation, and risk. The journal of finance, 49(5), 1541-1578. • Thaler, R. (2012). The winner's curse: Paradoxes and anomalies of economic life. Simon and Schuster. 151-167. • Bondt, W. F., & Thaler, R. (1985). Does the stock market overreact?. The Journal of finance, 40(3), 793-805.
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Duration: 5m 10s
Rating: 21