Irrational exuberance reconsidered the cross section of stock returns / Mathias Kulpmann
Imprint
Berlin : Springer, 2004
Edition
2nd. ed
Descript
xll, 230 p; 24 cm
CONTENT
I: Irrational exuberance reconsidered -- Stock market overreaction and portfolio management - an interview with barbara rega, cfa, and bernd meyer, cfa -- Scope of analysis -- II: Overshooting in the cross section of stock returns: the winner-loser effect -- Literature -- III: Empirical evidence for germany -- Explaining the cross section of stock returns: 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? -- IV: Corporate control -- Reversals in stock returns and temporary problems of corporate control