Benjamin Donovon

Curtin University - Department of Finance and Banking

Hayman Road

Bentley 6102 WA

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

489

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Re Examination of the Over-Reaction Hypothesis in the Equity Market: Australian Evidence 1980 to 1997

Curtin University School of Economics & Finance Working Paper No. 06:2000
Number of pages: 21 Posted: 06 May 2003
Benjamin Donovon, John P. Evans and John L. Simpson
Curtin University - Department of Finance and Banking, Curtin University - Centre for Research in Applied Economics and Curtin University - Centre for Research in Applied Economics
Downloads 267 (206,642)

Abstract:

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Over-reaction hypothesis, Contrarian, Reversal Behaviour, Risk Premia

2.

Size, Changing Risk and Seasonality Effects in the Australian Share Market

Curtin University of Technology, Western Australia School of Economics & Finance Working Paper No. 06.2000
Number of pages: 35 Posted: 06 May 2003
Benjamin Donovon, John P. Evans and John L. Simpson
Curtin University - Department of Finance and Banking, Curtin University - Centre for Research in Applied Economics and Curtin University - Centre for Research in Applied Economics
Downloads 222 (246,590)

Abstract:

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Overreaction hypothesis, January Effect, Reversal Behaviour, Risk Premia