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Andrew Cohen

Old Dominion University

Norfolk, VA 23529-0222

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Maxing Out Short-term Reversals in Weekly Stock Returns

The paper has been accepted at Journal of Empirical Finance.
Number of pages: 55 Posted: 29 Nov 2023 Last Revised: 06 Mar 2025
Chen Chen, Andrew Cohen, Qiqi Liang and Licheng Sun
Old Dominion University - Strome College of Business, Old Dominion University, Drew University and Old Dominion University
Downloads 946 (64,760)

Abstract:

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lottery-like stocks, short-term reversals, the MAX effect, investor overreaction