Asymmetric Asset Price Reaction to News and Arbitrage Risk
Year of publication: |
2009
|
---|---|
Authors: | Doukas, John A. ; Li, Meng |
Published in: |
Review of Behavioural Finance. - Emerald Group Publishing Limited, ISSN 1940-5987, ZDB-ID 2517439-3. - Vol. 1.2009, 1/2, p. 23-43
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Price speed of adjustment | High and low book‐to‐market stocks | Limits to arbitrage | Idiosyncratic risk |
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