BIBLIOGRAFÍA

• Abarbanell, J., y V. Bernard [1992]: «Test of analysts' overreaction/underreaction to earnings as an explanation for anomalous stock price behavior», Journal of Finance, vol. 47, pp. 1181–1207.
   Web of Science ®Google Scholar
• Alonso, A., y G. Rubio [1990]: «Overreaction in the Spanish stock market», Journal of Banking and Finance, vol. 14, pp. 469–481.
   Web of Science ®Google Scholar
• Ball, R. [1992]: «The earnings-price anomaly», Journal of Accounting and Economics, vol. 15, pp. 319–345.
   Web of Science ®Google Scholar
• Ball, R., y S. Kothari [1989]: «Nonstationary expected returns: Implications for tests of market efficiency and serial correlation in returns», Journal of Financial Economics, vol. 25, pp. 51–74.
   Web of Science ®Google Scholar
• Ball, R., S. Kothari y J. Shanken [1995]: «Problems in measuring portfolio performance: An application to contrarian investment strategies», Journal of Financial Economics, vol. 38, pp. 79–107.
   Web of Science ®Google Scholar
• Ball, R., S. Kothari y R. Watts [1993]: «Economics determinants of the relation between earnings changes and stock returns», Accounting Review, vol. 68, pp. 622–638.
   Web of Science ®Google Scholar
• Banz, R. W. [1981]: «The relationship between return and market value of common stocks», Journal of Financial Economics, vol. 9, pp. 3–18.
   Web of Science ®Google Scholar
• Bernard, V., y J. Thomas [1989]: «Post-earnings announcement drift: Delayed price response or risk premium?», Journal of Accounting Research, vol. 27(suplemento), pp. 1–36.
   Google Scholar
• Bernard, V., y J. Thomas [1990]: «Evidence that prices do not fully reflect the implications of current earnings for future earnings», Journal of Accounting and Economics, vol. 13, pp. 305–340.
   Web of Science ®Google Scholar
• Bhardwaj, R., y L. Brooks [1992]: «The January anomaly: Effects of low share price, transaction costs and bid-ask bias», Journal of Finance, vol. 47, pp. 553–575.
   Web of Science ®Google Scholar
• Campbell, K., y R. Limmack [1997]: «Long-term overreaction in the UK stock market and size adjustments», Applied Financial Economics, vol. 7, pp. 537–548.
   Google Scholar
• Chan, K. [1988]: «On the contrarian investment strategy», Journal of Business, vol. 61, pp. 147–163.
   Web of Science ®Google Scholar
• Chan, L., N. Jegadeesh y J. Lakonishok [1996]: «Momentum strategies», Journal of Finance, vol. 51, pp. 1681–1713.
   Web of Science ®Google Scholar
• Chen, C., y D. Sauer [1997]: «Is stock market overreaction persistent over time?», Journal of Business, Finance and Accounting, vol. 24, pp. 51–65.
   Google Scholar
• Chopra, N., J. Lakonishok y J. Ritter [1992]: «Measuring abnormal performance. Do stocks overreact?», Journal of Financial Economics, vol. 31, pp. 235–268.
   Web of Science ®Google Scholar
• Conrad, J., y G. Kaul [1988]: «Time variation in expected stock returns», Journal of Business, vol. 61, pp. 409–425.
   Web of Science ®Google Scholar
• De bondt, R., y W. Thaler [1985]: «Does the stock market overreact?», Journal of Finance, vol. 40, pp. 793–805.
   Web of Science ®Google Scholar
• De bondt, R., y W. Thaler [1987]: «Further evidence on investor overreaction and stock market seasonality», Journal of Finance, vol. 42, pp. 557–581.
   Web of Science ®Google Scholar
• Dissanaike, G. [1997]: «Do stock market investors overreact?», Journal of Business, Finance and Accounting, vol. 24, pp. 27–49.
   Google Scholar
• Fama, E. [1970]: «Efficient capital markets: A review of the theory and empirical work», Journal of Finance, vol. 25, pp. 383–417.
   Web of Science ®Google Scholar
• Fama, E. [1976]: Foundations of Finance, Basic Books Inc., Nueva York.
   Google Scholar
• Fama, E. [1998]: «Market efficiency, long-term returns, and behavioral finance», Journal of Financial Economics, vol. 49, pp. 283–306.
   Web of Science ®Google Scholar
• Fama, E., y K. French [1988]: «Permanent and temporary components of stock prices», Journal of Political Economy, vol. 96, pp. 246–273.
   Web of Science ®Google Scholar
• Forner, C., y J. Marhuenda [2001]: «¿Existe en el mercado español un efecto sobre- reacción?», Revista Española de Financiación y Contabilidad, vol. 30, pp. 39–66.
   Google Scholar
• Foster, G. [1977]: «Quarterly accounting data: Time series properties and predictive ability results», Accounting Review, vol. 52, pp. 1–21.
   Web of Science ®Google Scholar
• Freeman, R., y T. Tse [1989]: «The multiperiod information content of accounting earnings: Confirmations and contradictions of previous earnings reports», Journal of Accounting Research, vol. 27, pp. 49–79.
   Web of Science ®Google Scholar
• Jegadeesh, N., y D. Titman [1993]: «Returns to buying winners and selling losers: Implications for stock market efficiency», Journal of Finance, vol. 48, pp. 65–91.
   Web of Science ®Google Scholar
• Kahneman, D., y A. Tversky [1973]: «On the psychology of prediction», Psychological Review, vol. 80, pp. 237–251.
   Web of Science ®Google Scholar
• Kahneman, D., y A. Tversky [1982]: «Intuitive prediction: Biases and corrective procedures», en D. Kahneman, P. Slovic y A. Tversky (ed.): Judgment under uncertainty: Heuristics and biases, Cambridge University Press, Cambridge.
   Google Scholar
• Keim, D. [1989]: «Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points», Journal of Financial Economics, vol. 25, pp. 75–98.
   Web of Science ®Google Scholar
• Kruskal, W., y W. Wallis [1952]: «Use of ranks in one-criterion variance analysis», Journal of American Statistical Association, vol. 47, pp. 583–621.
   Web of Science ®Google Scholar
• Lakonishok, J., y S. Smidt [1984]: «Volume and turn-of-the-year behavior», Journal of Financial Economics, vol. 13, pp. 435–455.
   Web of Science ®Google Scholar
• Lintner, J. [1965]: «The valuation of risky assets and the selection of risky investments in stocks portfolios and capital budgets», Review of Economics and Statistics, vol. 47, pp. 13–37.
   Web of Science ®Google Scholar
• Liu, W., N. Strong y X. Xu [1999]: «The profitability of momentum investing», Journal of Business, Finance and Accounting, vol. 26, pp. 1043–1091.
   Google Scholar
• Loughran, T., y J. Ritter [1996]: «Long-term market overreaction: The effect of low-priced stocks», Journal of Finance, vol. 51, pp. 1959–1970.
   Google Scholar
• Mai, H. (1995): «Sur-reaction sur le marché français des actions au Règlement Mensuel 1977–1990», Finance, vol. 16, pp. 113–136.
   Google Scholar
• Poterba, J., y L. Summers [1988]: «Mean reversion in stock prices: Evidence and implications», Journal of Financial Economics, vol. 22, pp. 27–59.
   Web of Science ®Google Scholar
• Power, D., A. Lonie y R. Lonie [1991]: «The overreaction effect-some UK evidence», British Accounting Review, vol. 23, pp. 793–805.
   Google Scholar