Stock price reversals following end-of-the-day price moves
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DOI: 10.1016/j.econlet.2012.10.023
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References listed on IDEAS
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Cited by:
- Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022.
"Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices,"
The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021. "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers 202119, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021.
"Evolution of price effects after one-day abnormal returns in the US stock market,"
The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020. "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers 202016, University of Pretoria, Department of Economics.
- Andrey Kudryavtsev, 2015. "Informational Content of Open-to-Close Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2015(1), pages 5-17.
- Andrey Kudryavtsev, 2013. "Think About Tomorrow Morning: Opening Stock Returns May Show Reversals," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 16(50), pages 51-64, December.
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More about this item
Keywords
Intraday stock prices; Overreaction; Stock price reversals;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G19 - Financial Economics - - General Financial Markets - - - Other
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