Price gaps: Another market anomaly?
Author:
Affiliation:
1. Brunel University London, CESifo and DIW Berlin
2. Sumy State University, Sumy, Ukraine
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://tandfonline.com/doi/pdf/10.1080/10293523.2017.1333563
Reference28 articles.
1. Bid-ask Spreads, Trading Volume and Volatility: Intra-day Evidence from the London Stock Exchange
2. Anomalies or illusions? Evidence from stock markets in eighteen countries
3. The Global Financial Crisis and the Efficient Market Hypothesis: What Have We Learned?
4. Do markets overreact: International evidence
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