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Stock returns and inflation shocks in weaker economic times

Connolly, Robert A.; Stivers, Chris; Sun, Licheng - In: Financial Management 51 (2021) 3, pp. 827-867

Persistent link: https://www.econbiz.de/10012809612

A Market Microstructure Explanation of Ex-Day Abnormal Returns

Dubofsky, David A. - In: Financial Management 21 (1992) 4

Several authors have previously determined that abnormal returns exist on ex-cash dividend days and ex-stock dividend days. In other words, stocks do not, on average, fall by the dividend amount, or fully adjust to stock distributions on ex-days. This paper proposes that NYSE Rule 118 and AMEX...

Persistent link: https://www.econbiz.de/10005823856

Price anchors and short‐term reversals

Zhu, Zhaobo; Sun, Licheng; Stivers, Chris - In: Financial Management 50 (2020) 2, pp. 425-454

Persistent link: https://www.econbiz.de/10012281785

Market Cycles and the Performance of Relative Strength Strategies

Stivers, Chris; Sun, Licheng - In: Financial Management 42 (2013) 2, pp. 263-290

Persistent link: https://www.econbiz.de/10010722322