Contrarian Investment, Extrapolation, and Risk


Lakonishok, Josef, Andrei Shleifer, and Robert W Vishny. 1994. “Contrarian Investment, Extrapolation, and Risk.” Journal of Finance 49 (5): 1541-1578.
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Reprinted in Harold M. Shefrin, ed., Behavioral Finance, Edward Elgar Publishing Company, 2001. Reprinted in Richard Thaler, ed., Advances in Behavioral Finance, Vol. II, Princeton University Press and Russell Sage Foundation, 2005.

Last updated on 08/02/2012