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Long-term Reactions to Large Stock Price Declines and Increases in the European Stock Market: A Note on Market Efficiency

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  • Himmelmann, A.
  • Schiereck, D.
  • Simpson, M.
  • Zschoche, M.

Abstract

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  • Himmelmann, A. & Schiereck, D. & Simpson, M. & Zschoche, M., 2012. "Long-term Reactions to Large Stock Price Declines and Increases in the European Stock Market: A Note on Market Efficiency," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 56463, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    • Handle: RePEc:dar:wpaper:56463
    Note: for complete metadata visit http://tubiblio.ulb.tu-darmstadt.de/56463/
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    Cited by:

    1. Piccoli, Pedro & Chaudhury, Mo & Souza, Alceu, 2017. "How do stocks react to extreme market events? Evidence from Brazil," Research in International Business and Finance, Elsevier, vol. 42(C), pages 275-284.
    2. Yang, Ann Shawing & Pangastuti, Airin, 2016. "Stock market efficiency and liquidity: The Indonesia Stock Exchange merger," Research in International Business and Finance, Elsevier, vol. 36(C), pages 28-40.
    3. Borgards, Oliver & Czudaj, Robert L., 2020. "The prevalence of price overreactions in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    4. Amini, Shima & Gebka, Bartosz & Hudson, Robert & Keasey, Kevin, 2013. "A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 1-17.
    5. Tarek Ibrahim Eldomiaty & Marwa Anwar & Nebal Magdy & Mohamed Nabil Hakam, 2020. "Robust examination of political structural breaks and abnormal stock returns in Egypt," Future Business Journal, Springer, vol. 6(1), pages 1-9, December.
    6. Massoud Metghalchi & Linda A. Hayes & Farhang Niroomand, 2019. "A technical approach to equity investing in emerging markets," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 389-403, July.
    7. Srikanth Parthasarathy & Kannadas Sendilvelu, 2022. "On Stock Return Patterns Following Large Monthly Price Movements: Empirical Evidence from India," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 249-268.

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