Market Underreaction to Large Stock Price Declines: The Case of ADRs
Author:
Publisher
Informa UK Limited
Subject
Finance,Experimental and Cognitive Psychology
Link
http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883
Reference28 articles.
1. RATIONAL INVESTORS' REACTION TO UNCERTAINTY: EVIDENCE FROM THE WORLD'S MAJOR MARKETS
2. Price Reversals, Bid-Ask Spreads, and Market Efficiency
3. Nonstationary expected returns
4. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
5. Do markets overreact: International evidence
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