SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
WINNERS AND LOSERS ON NYSE: A RE‐EXAMINATION USING DAILY CLOSING BID‐ASK SPREADS
10 references·6 citing·44 second hop
WINNERS AND LOSERS ON NYSE: A RE‐EXAMINATION USING DAILY CLOSING BID‐ASK SPREADS (1998)WINNERS AND LOSERS ON NYSE: A RE‐EXAMINAT…A Market Microstructure Explanation for Predictable Variations in Stock Returns following Large Price Changes (1995)A Market Microstructure Expla…Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance (1994)Stock Returns Following Large…GOOD NEWS, BAD NEWS, VOLUME, AND THE MONDAY EFFECT (1993)GOOD NEWS, BAD NEWS, VOLUME, …Price Reversals, Bid-Ask Spreads, and Market Efficiency (1990)Price Reversals, Bid-Ask Spre…Short-run market overreaction (1989)Short-run market overreactionFurther Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Anomalies: Seasonal Movements in Security Prices II: Weekend, Holiday, Turn of the Month, and Intraday Effects (1987)Anomalies: Seasonal Movements…A transaction data study of weekly and intradaily patterns in stock returns (1986)A transaction data study of w…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Audit committee financial expertise and information asymmetry (2022)Audit committee financial exp…The Availability Heuristic and Reversals Following Large Stock Price Changes (2017)The Availability Heuristic an…Applicability of Contrarian Strategy in the Bombay Stock Exchange (2009)Applicability of Contrarian S…Stock index reaction to large price changes: Evidence from major Asian stock indexes (2008)Stock index reaction to large…Contrarian strategy and overreaction in foreign exchange markets (2007)Contrarian strategy and overr…Real Estate Investment Trusts and Stock Price Reversals (2005)Real Estate Investment Trusts…Stock returns and the weekend effect (1980)Day of the Week Effects and Asset Returns (1981)The Relation Between Price Changes and Trading Volume: A Survey (1987)Month of the year effect and January effect in pre‐WWI stock returns: evidence from a non‐linear GARCH model (2001)Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia (2004)Market Efficiency in Emerging Stock Market (2008)Do Demand Curves for Stocks Slope Down? (1986)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Calendar effects in the London Stock Exchange FT–SE indices (1995)Weather and intraday patterns in stock returns and trading activity (2008)Music Sentiment and Stock Returns Around the World (2021)The econometrics of ultra-high frequency data /Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)The Dependence between Hourly Prices and Trading Volume (1988)Statistical properties of the volatility of price fluctuations (1999)The Behavior of Stock-Market Prices (1965)Size-related anomalies and stock return seasonality (1983)Transactions, Volume, and Volatility (1994)The Message in Daily Exchange Rates (2002)Risk aversion, uncertain information, and market efficiency (1988)Filter Rules Based on Price and Volume in Individual Security Overreaction (1999)On the information role of stock recommendation revisions (2009)A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news (2021)Persuasive evidence of market inefficiency (1985)Long-term over-reaction in the UK stock market and size adjustments (1997)Intraday price reversals for index futures in the US and Hong Kong (2000)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 (2012)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)Measuring security price performance (1980)Using daily stock returns (1985)Transactions Costs and Holding Periods for Common Stocks (1997)Stock Returns after Major Price Shocks: The Impact of Information (2011)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange (1997)Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns (2014)Short-term overreaction to specific events: Evidence from an emerging market (2014)
this work references cited by second hop

References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
  • 1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
  • 1994Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance306 cited
  • 1990Price Reversals, Bid-Ask Spreads, and Market Efficiency274 cited
  • 1987Anomalies: Seasonal Movements in Security Prices II: Weekend, Holiday, Turn of the Month, and Intraday Effects192 cited
  • 1995A Market Microstructure Explanation for Predictable Variations in Stock Returns following Large Price Changes118 cited
  • 1993GOOD NEWS, BAD NEWS, VOLUME, AND THE MONDAY EFFECT77 cited
  • 1989Short-run market overreaction67 cited

Cited by

  • 2007Contrarian strategy and overreaction in foreign exchange markets26 cited
  • 2008Stock index reaction to large price changes: Evidence from major Asian stock indexes24 cited
  • 2017The Availability Heuristic and Reversals Following Large Stock Price Changes23 cited
  • 2009Applicability of Contrarian Strategy in the Bombay Stock Exchange21 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2005Real Estate Investment Trusts and Stock Price Reversals18 cited
  • 2022Audit committee financial expertise and information asymmetry17 cited