Two Essays on Momentum and Reversals in Stock Returns
This dissertation consists of two essays. In the first essay, I examine the source of momentum in stock returns. The reversal of momentum returns has been interpreted as evidence that momentum results from delayed overreaction to information. I examine momentum and reversals conditional on firms’ sh...
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/27617 http://scholar.lib.vt.edu/theses/available/etd-05092008-141032/ |