Price Movement After an Information Event Detected by a New Measure of Private Information Ratio-Reference-Cited by-同舟云学术

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Price Movement After an Information Event Detected by a New Measure of Private Information Ratio

Published:2015-05 Issue:sup3 Volume:51 Page:52-65
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Park Keebong

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/1540496X.2015.1039901

Reference35 articles.

1. Stock return predictability despite low autocorrelation

2. 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

3. Intraday characteristics of stock price crashes

4. Profitability of the Short-Run Contrarian Strategy in Canadian Stock Markets

5. Price Reversals, Bid-Ask Spreads, and Market Efficiency

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Retornos anormais no mercado de capitais – como os eventos impactam os preços?;Revista de Gestão e Secretariado (Management and Administrative Professional Review);2023-10-26

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