Is maximum daily return a lottery? : evidence from monthly revenue announcements
Year of publication: |
2022
|
---|---|
Authors: | Wang, Zi-Mei ; Lien, Da-hsiang Donald |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 59.2022, 2, p. 545-600
|
Subject: | Lottery demand | Lottery-like stock | Modified MAX effect | Monthly revenue announcements | Glücksspiel | Gambling | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Öffentliche Einnahmen | Public revenue | Börsenkurs | Share price | Aktienmarkt | Stock market |
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