Large changes in stock prices : market, liquidity, and momentum effect
Year of publication: |
2012
|
---|---|
Authors: | Shieh, Shwu-Jane ; Lin, Chih-yung ; Ho, Po-hsin |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 52.2012, 2, p. 183-197
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Börse | Bourse | USA | United States | 1994-2006 |
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