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- catalog abstract ""Does the stock market overreact? Recent capital market turbulences have cast doubt whether the behaviour of stock markets is in line with rational investor behaviour. This book investigates recent evidence of reversals in the cross section of stock returns. The surprising finding of this monograph is that reversals in stock returns are parallelled by movements in fundamentals. Outperformance in the stock market is driven by outperformance in corporate earnings. This monograph analyses this effect and provides background reasoning both from a theoretical and from an empirical point of view. The reader will pursue the question whether capital markets are efficient and thereby obtain a deeper understanding of the relationship between stock returns and underlying fundamentals."--Jacket.".
- catalog contributor b12414740.
- catalog created "c2002.".
- catalog date "2002".
- catalog date "c2002.".
- catalog dateCopyrighted "c2002.".
- catalog description ""Does the stock market overreact? Recent capital market turbulences have cast doubt whether the behaviour of stock markets is in line with rational investor behaviour. This book investigates recent evidence of reversals in the cross section of stock returns. The surprising finding of this monograph is that reversals in stock returns are parallelled by movements in fundamentals. Outperformance in the stock market is driven by outperformance in corporate earnings. This monograph analyses this effect and provides background reasoning both from a theoretical and from an empirical point of view. The reader will pursue the question whether capital markets are efficient and thereby obtain a deeper understanding of the relationship between stock returns and underlying fundamentals."--Jacket.".
- catalog description "Includes bibliographical references (p. [183]-190) and indexes.".
- catalog description "The Winner-Loser Effect: Literature -- Emprirical Evidence for Germany -- Explaining the Winner-Loser Effect: CAPM versus Fundamentals -- Explaining the Winner-Loser Effect: Theory -- The CAPM and the Winner-Loser Effect -- Fundamentals and the Winner-Loser Effect -- Fundamentals versus Beta -- What Drives Stock Returns? -- Explaining Cycles in Fundamentals: Reversals in Stock Returns and Temporary Problems of Corporate Control.".
- catalog extent "ix, 198 p. :".
- catalog hasFormat "Stock market overreaction and fundamental valuation.".
- catalog identifier "3540426701 (pbk. : alk. paper)".
- catalog isFormatOf "Stock market overreaction and fundamental valuation.".
- catalog isPartOf "Lecture notes in economics and mathematical systems, 0075-8450 ; 511".
- catalog issued "2002".
- catalog issued "c2002.".
- catalog language "eng".
- catalog publisher "Berlin ; New York : Springer,".
- catalog relation "Stock market overreaction and fundamental valuation.".
- catalog subject "332.63/222 21".
- catalog subject "Capital assets pricing model.".
- catalog subject "HG4636 .K95 2002".
- catalog subject "Investment analysis.".
- catalog subject "Rate of return.".
- catalog tableOfContents "The Winner-Loser Effect: Literature -- Emprirical Evidence for Germany -- Explaining the Winner-Loser Effect: CAPM versus Fundamentals -- Explaining the Winner-Loser Effect: Theory -- The CAPM and the Winner-Loser Effect -- Fundamentals and the Winner-Loser Effect -- Fundamentals versus Beta -- What Drives Stock Returns? -- Explaining Cycles in Fundamentals: Reversals in Stock Returns and Temporary Problems of Corporate Control.".
- catalog title "Stock market overreaction and fundamental valuation : theory and empirical evidence / Matthias Külpmann.".
- catalog type "text".