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-Reference-Cited by-同舟云学术

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

Published:2013-01 Issue: Volume:26 Page:1-17
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Amini Shima,Gebka Bartosz,Hudson Robert,Keasey Kevin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference85 articles.

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3. A test of US equity market reaction to surprises in an era of high trading volume;Ajayi;Applied Financial Economics,2006

4. Winners and losers on NYSE: A re-examination using daily closing bid–ask spreads;Akhigbe;Journal of Financial Research,1998

5. Stock return predictability despite low autocorrelation;Amini;Economics Letters,2010

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