What drives stock market underreaction to liquidity shocks? : evidence from Korea
Year of publication: |
2022
|
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Authors: | Jang, Jeewon |
Published in: |
Asia-Pacific journal of financial studies. - Hoboken, NJ [u.a.] : Wiley-Blackwell, ISSN 2041-6156, ZDB-ID 2548470-9. - Vol. 51.2022, 1, p. 44-80
|
Subject: | Illiquidity | Limited investor attention | Liquidity shock | Market efficiency | Underreaction | Liquidität | Liquidity | Schock | Shock | Südkorea | South Korea | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Ankündigungseffekt | Announcement effect | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Finanzmarkt | Financial market | Cash Flow | Cash flow | Kapitaleinkommen | Capital income | Liquiditätseffekt | Liquidity effect | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity |
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