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Investments; Earnings; Predictability of stock returns; Market timing
Price Ratio, Pairs Trading, Relative Value
Learning under ambiguity, Macroeconomic news, Non-parametric methods, MMS survey data
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: fire.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Market efficiency, liquidity, night trading, night session, overreaction, extreme price movements, winners, losers
File name: REEC.pdf
Ambiguity, Cross section of stock returns, Maximum entropy
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