Amini, Shima; Gebka, Bartosz; Hudson, Robert; Keasey, Kevin - In: International Review of Financial Analysis 26 (2013) C, pp. 1-17
In this paper we review the literature on the short term predictability of stock prices conditional on large prior price changes. This research area is characterized by a large number of studies reflecting different markets, time periods, methodologies and model parameters. While most of the...