Cade Massey, George Wu. Detecting Regime Shifts: The Causes of Under- and Overreaction. Management Science, 51(6):932-947, 2005. [doi]
@article{MasseyW05,
title = {Detecting Regime Shifts: The Causes of Under- and Overreaction},
author = {Cade Massey and George Wu},
year = {2005},
doi = {10.1287/mnsc.1050.0386},
url = {http://dx.doi.org/10.1287/mnsc.1050.0386},
researchr = {https://researchr.org/publication/MasseyW05},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {51},
number = {6},
pages = {932-947},
}