Narrow search
Showing 1 - 10 of 1,828
Cover Image
Think About Tomorrow Morning: Opening Stock Returns May Show Reversals
Kudryavtsev, Andrey - In: Romanian Economic Journal 16 (2013) 50, pp. 51-64
In present study, I explore the dynamics of the interday stock price reversals. Employing intraday price data on thirty stocks currently making up the Dow Jones Industrial Index, I document that stock returns in opening trading sessions tend to be higher following days with relatively low...
Persistent link: https://www.econbiz.de/10010934733
Cover Image
OVERNIGHT STOCK PRICE REVERSALS
KUDRYAVTSEV, Andrey - In: Journal of Advanced Studies in Finance III (2013) 2, pp. 162-170
In present study, I explore the dynamics of stock price reversals. In particular, I try to shed light on the overnight reversals, that is, on the price reversals between the end of a trading day and the opening session of the next trading day. To account for the "end-of-the-day" price moves, for...
Persistent link: https://www.econbiz.de/10010604535
Cover Image
EARLY TO RISE: WHEN OPENING STOCK RETURNS ARE HIGHER THAN DAILY RETURNS?
Andrey, KUDRYAVTSEV - In: Studies in Business and Economics 7 (2012) 3, pp. 58-73
), Pagano et al. (2008)) and the well-known concept of stock price overreaction resulting in potentially profitable investment …
Persistent link: https://www.econbiz.de/10010606926
Cover Image
Stock price reversals following end-of-the-day price moves
Kudryavtsev, Andrey - In: Economics Letters 118 (2013) 1, pp. 203-205
In the present study, I explore the dynamics of the interday stock price reversals. Employing the intraday price data on thirty stocks currently making up the Dow Jones Industrial Index, I document that daily stock returns tend to be higher following the days with relatively large high-to-close...
Persistent link: https://www.econbiz.de/10010603108
Cover Image
Short-Term Stock Price Reversals May Be Reversed
Kudryavtsev, Andrey - In: International Journal of Business and Economic Sciences … 5 (2012) 3, pp. 129-146
In present study, I explore intraday behavior of stock prices. In particular, I try to shed light on the dynamics of stock price reversals and namely, on the short-term character the latter may possess. For each of the stocks currently making up the Dow Jones Industrial Index, I calculate...
Persistent link: https://www.econbiz.de/10011200112
Cover Image
Trying to Predict Opening Stock Returns
Kudryavtsev, Andrey - International Institute of Social and Economic Sciences - 2014
In present study, I explore the dynamics of the interday stock price reversals. In particular, I try to shed light on reversals in opening stock returns, that is, on the price reversals during the opening trading sessions with respect to previous day's price tendencies. I analyze intraday price...
Persistent link: https://www.econbiz.de/10011207209
Cover Image
OVERNIGHT STOCK PRICE REVERSALS
KUDRYAVTSEV, Andrey - In: Journal of Advanced Studies in Finance III (2012) 2, pp. 162-170
In present study, I explore the dynamics of stock price reversals. In particular, I try to shed light on the overnight reversals, that is, on the price reversals between the end of a trading day and the opening session of the next trading day. To account for the "end-of-the-day" price moves, for...
Persistent link: https://www.econbiz.de/10010698850
Cover Image
The Global Financial Crisis and Investors’ Behaviour; Evidence from the Karachi Stock Exchange
Sohail, Asiya; Javid, Attiya Yasmin - Pakistan Institute of Development Economics - 2014
The present study empirically examines the short term under and overreaction effect in the Karachi Stock Exchange … or overreaction effect in the case of Karachi Stock Exchange both during and after the financial crisis events. The … evidence of overreaction atleast for the first four weeks following the crisis news specifically for the financial sector …
Persistent link: https://www.econbiz.de/10010791555
Cover Image
Overconfidence, overreaction and personality.
Durand, Robert; Newby, Rick; Tant, Kevin; … - In: Review of Behavioral Finance 5 (2013) October, pp. 104-133
and overreaction in an experimental foreign exchange market. Design/methodology/approach – The paper measures the … overreaction in financial markets. The paper presents meta-analysis which facilitates the development of a posteriori theories of …
Persistent link: https://www.econbiz.de/10010706076
Cover Image
A profitable trading and risk management strategy despite transaction costs
Duran, Ahmet; Bommarito, Michael - In: Quantitative Finance 11 (2011) 6, pp. 829-848
We present a new profitable trading and risk management strategy with transaction cost for an adaptive equally weighted portfolio. Moreover, we implement a rule-based expert system for the daily financial decision-making process using the power of spectral analysis. We use several key components...
Persistent link: https://www.econbiz.de/10009208285