Winner-Loser Reversals in National Stock Market Indices : Can they Be Explained?

Can they Be Explained?

Winner-Loser Reversals in National Stock Market Indices : Can they Be Explained?
This paper examines possible explanations for "winner-loser reversals" in the national stock market indices of 16 countries. There is no evidence that loser countries are riskier than winner countries either in terms of standard deviations, covariance with the world market or other risk factors, or performance in adverse economic states of the... READ MORE...

Publication date: December 1997
ISBN 9781451859232
$15.00

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