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Browsing Economics and Business Working Papers Series by Subject "underreaction"

Browsing Economics and Business Working Papers Series by Subject "underreaction"

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  • Cerigioni, Francesco (2016-09-14)
    Evidence from nancial markets suggests that asset prices can be consistently far from their funda- mental value. Prices seem to underreact to news in the short-run and overreact in the long-run. In this paper, we use Dual ...

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