Short-term price reversals following major price innovations : additional evidence on market overreaction
Year of publication: |
1994
|
---|---|
Authors: | Ketcher, David N. |
Other Persons: | Jordan, Bradford D. (contributor) |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 46.1994, 4, p. 307-323
|
Subject: | Kapitaleinkommen | Capital income | Informationsökonomik | Economics of information | USA | United States | 1962-1988 |
-
Marketwide shocks, uncertain information, and individual stock return behavior
Choi, Pyung-arm, (1991)
-
Estimation risk, information, and the conditional CAPM : theory and evidence
Kumar, Praveen, (2008)
-
Heterogenous relationship between IPO return and risk across idiosyncratic variance characteristics
Beneda, Nancy, (2009)
- More ...
-
Ketcher, David N., (1994)
-
Economic forecasts, rationality, and the processing of new information over time
Swidler, Steven Mark, (1990)
-
Underpricing, overhang, and the cost of going public to preexisting shareholders
Dolvin, Steven D., (2008)
- More ...