SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Stock price reaction following large one-day price changes: UK evidence · Study

ArticleShelves

ArticleStock price reaction following large one-day price changes: UK evidence

Khelifa Mazouz2009

Article2009

Stock price reaction following large one-day price changes: UK evidence

Khelifa Mazouz · Nathan Lael Joseph · Joulmer Joulmer

38 citations·0/0 files stored·Journal of Banking & Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 38 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1985Does the Stock Market Overreact?1996Multifactor Explanations of Asset Pricing Anomalies 1973On the psychology of prediction.

Cited by

2010Stock return predictability despite low autocorrelation 2017New Evidence of Psychological Barrier from the Oil Market 2017The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014Contrarian and momentum trading: a review of the literaturearticle · 17 shared references 2003Predicting stock price movements from past returns: the role of consistency and tax-loss sellingarticle · 15 shared references 2003Short-term reaction of stock markets in stressful circumstancesarticle · 15 shared references 2002Investor psychology in capital markets: evidence and policy implicationsarticle · 14 shared references 2011Stock Returns after Major Price Shocks: The Impact of Informationarticle · 14 shared references 2005Momentum and mean reversion across national equity marketsarticle · 14 shared references

Details

Year2009

Typearticle

Published2009-03-05

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations38

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jbankfin.2009.02.010

openalex_workW2001817062

Links

Imported from OpenAlex (CC0) — nothing here is generated.