Stock Returns following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1994.tb04428.x/fullpdf
Reference6 articles.
1. Price reversals, bid-ask spreads, and market efficiency;Atkins;Journal of Financial and Quantitative Analysis,1990
2. The reversal of large stock-price decreases;Bremer;Journal of Finance,1991
3. Market overreaction: Magnitude and intensity;Brown;Journal of Portfolio Management,1988
4. Risk aversion, uncertain information, and market efficiency;Brown;Journal of Financial Economics,1988
5. Does the stock market overreact?;DeBondt;Journal of Finance,1985
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