Abnormal investor response to the index effect for daily and intraday data
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DOI: 10.1007/s11408-014-0234-0
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More about this item
Keywords
Index effect; Investment behavior; Market efficiency; Event studies approach; G10; G14; G19;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G19 - Financial Economics - - General Financial Markets - - - Other
Statistics
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