Add to ORKGThe objective of this paper is to examine the reasons of firm-level one-day share price shocks and post -shock reaction. Positive and negative shocks are defined and detected by using the official news providers, which are required to disclose price-sensitive information. No information that accompanied one-day share price shocks was found. It is suggested that irrational behavior by uninformed investors drives the stock market returns. The reaction to these large price movements has been investigated as part of the overreaction hypothesis and the results were supportive of short-term price reversal in the case of price declines
Using intraday trading data during the 2008 financial crisis, from the Standard and Poor’s Depositor...
This paper argues that investors are not always rational decision makers as assumed in most finance ...
Efficient Market Hypothesis states that financial markets react instantaneous and unbiased to new in...
The objective of this paper is to examine the reasons of firm-level one-day share price shocks and p...
This paper examines the short-term price reactions after one-day abnormal price changes on the Ukrai...
This paper focuses on stocks that experience major price changes. Using analyst reports as a proxy, ...
In this paper, we seek to determine if large price drops and subsequent price reversals are a result...
We revisit the overreaction hypothesis in the light of information effects. Using a sample period fr...
This paper extends the empirical evidence on stock returns after preceding price innovations using d...
This paper investigates the evidence on the stock market overreaction hypothesis (ORH), which holds ...
The Overreaction Hypothesis and share price overreaction has been a widely researched phenomenon sin...
An anomaly within the behavioral literature is that as yet there is no evidence suggesting that stoc...
My study explores the effect of future volatility expectations, embedded in VIX index, on large dail...
This paper offers out-of-sample evidence of subsequent short-term abnormal returns for stocks experi...
In this paper, the authors examine the impacts of large price changes (or shocks) on the abnormal re...
Using intraday trading data during the 2008 financial crisis, from the Standard and Poor’s Depositor...
This paper argues that investors are not always rational decision makers as assumed in most finance ...
Efficient Market Hypothesis states that financial markets react instantaneous and unbiased to new in...
The objective of this paper is to examine the reasons of firm-level one-day share price shocks and p...
This paper examines the short-term price reactions after one-day abnormal price changes on the Ukrai...
This paper focuses on stocks that experience major price changes. Using analyst reports as a proxy, ...
In this paper, we seek to determine if large price drops and subsequent price reversals are a result...
We revisit the overreaction hypothesis in the light of information effects. Using a sample period fr...
This paper extends the empirical evidence on stock returns after preceding price innovations using d...
This paper investigates the evidence on the stock market overreaction hypothesis (ORH), which holds ...
The Overreaction Hypothesis and share price overreaction has been a widely researched phenomenon sin...
An anomaly within the behavioral literature is that as yet there is no evidence suggesting that stoc...
My study explores the effect of future volatility expectations, embedded in VIX index, on large dail...
This paper offers out-of-sample evidence of subsequent short-term abnormal returns for stocks experi...
In this paper, the authors examine the impacts of large price changes (or shocks) on the abnormal re...
Using intraday trading data during the 2008 financial crisis, from the Standard and Poor’s Depositor...
This paper argues that investors are not always rational decision makers as assumed in most finance ...
Efficient Market Hypothesis states that financial markets react instantaneous and unbiased to new in...