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Systematic pricing during the stock crash : Assessing market efficiency

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  • Harris, John Jr.
  • Spivey, Michael F.

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  • Harris, John Jr. & Spivey, Michael F., 1990. "Systematic pricing during the stock crash : Assessing market efficiency," Journal of Business Research, Elsevier, vol. 21(1), pages 59-68, August.
    • Handle: RePEc:eee:jbrese:v:21:y:1990:i:1:p:59-68
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    Cited by:

    1. Stanislav Bozhkov & Habin Lee & Uthayasankar Sivarajah & Stella Despoudi & Monomita Nandy, 2020. "Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility," Annals of Operations Research, Springer, vol. 294(1), pages 419-452, November.
    2. Marie-Claude Beaulieu & Habiba Mrissa Bouden, 2020. "Does idiosyncratic risk matter in IPO long-run performance?," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 935-981, October.
    3. Efendi, Jap & Park, Jin Dong & Smith, L. Murphy, 2014. "Do XBRL filings enhance informational efficiency? Early evidence from post-earnings announcement drift," Journal of Business Research, Elsevier, vol. 67(6), pages 1099-1105.

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