Institutional Investors and Short-Term Return Reversals
Journal of Accounting, Auditing & Finance
Published online on June 05, 2025
Abstract
Journal of Accounting, Auditing & Finance, Ahead of Print.
We examine stock return reversals using weekly returns from January 1980 to December 2017. Reversals are stronger for the largest size quintile than for the smallest quintile in the first half of the study. However, the reversal difference disappears in ...
We examine stock return reversals using weekly returns from January 1980 to December 2017. Reversals are stronger for the largest size quintile than for the smallest quintile in the first half of the study. However, the reversal difference disappears in ...