Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
http://link.springer.com/content/pdf/10.1007/s10690-020-09327-z.pdf
Reference72 articles.
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3. Andreou, P. C., Antoniou, C., Horton, J., & Louca, C. (2016). Corporate governance and firm-specific stock price crashes. European Financial Management, 22, 916–956.
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5. Antweiler, W., & Frank, M. Z. (2004). Is all that talk just noise? The information content of internet stock message boards. Journal of Finance, 59, 1259–1294.
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