Contrarians, Extrapolators, and Stock Market Momentum and Reversal
- Adem Atmaz ,
Corresponding Author
Adem Atmaz
[email protected]https://orcid.org/0000-0002-7044-1106
Mitchell E. Daniels, Jr. School of Business, Purdue University, West Lafayette, Indiana 47907;
- Huseyin Gulen ,
Huseyin Gulen
[email protected]https://orcid.org/0000-0002-6926-7921
Mitchell E. Daniels, Jr. School of Business, Purdue University, West Lafayette, Indiana 47907;
- Stefano Cassella ,
Stefano Cassella
[email protected]https://orcid.org/0000-0001-5516-7164
School of Economics and Management, Tilburg University, 5037 Tilburg, Netherlands
- Fangcheng Ruan
Fangcheng Ruan
[email protected]Mitchell E. Daniels, Jr. School of Business, Purdue University, West Lafayette, Indiana 47907;
Corresponding Author
Adem Atmaz
[email protected]https://orcid.org/0000-0002-7044-1106
Mitchell E. Daniels, Jr. School of Business, Purdue University, West Lafayette, Indiana 47907;
Huseyin Gulen
[email protected]https://orcid.org/0000-0002-6926-7921
Mitchell E. Daniels, Jr. School of Business, Purdue University, West Lafayette, Indiana 47907;
Stefano Cassella
[email protected]https://orcid.org/0000-0001-5516-7164
School of Economics and Management, Tilburg University, 5037 Tilburg, Netherlands
Fangcheng Ruan
[email protected]Mitchell E. Daniels, Jr. School of Business, Purdue University, West Lafayette, Indiana 47907;
Supplemental Material
The replication files for this article are available HERE.
