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The influence of price limits on overreaction in emerging markets: Evidence from the Egyptian stock market
16 references·0 citing·44 second hop
The influence of price limits on overreaction in emerging markets: Evidence from the Egyptian stock market (2015)The influence of price limits on overreac…Price limit performance: evidence from transactions data and the limit order book (2005)Price limit performance: evid…Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs (2002)Nasdaq Trading Halts: The Imp…Price Limit Performance: Evidence from the Tokyo Stock Exchange (1997)Price Limit Performance: Evid…Volume, Volatility, and New York Stock Exchange Trading Halts (1994)Volume, Volatility, and New Y…Volume, Volatility, and New York Stock Exchange Trading Halts (1994)Volume, Volatility, and New Y…Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance (1994)Stock Returns Following Large…Transactional risk, market crashes, and the role of circuit breakers (1993)Transactional risk, market cr…Transactional Risk, Market Crashes, and the Role of Circuit Breakers (1991)Transactional Risk, Market Cr…The Reversal of Large Stock-Price Decreases (1991)The Reversal of Large Stock-P…Black Monday and the future of financial markets (1989)Black Monday and the future o…Market overreaction (1988)Market overreactionDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…Measuring security price performance (1980)Measuring security price perf…Judgment under Uncertainty: Heuristics and Biases (1975)Judgment under Uncertainty: H…Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…Judgment Under Uncertainty: Heuristics and Biases (1973)Judgment Under Uncertainty: H…Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Relation Between Price Changes and Trading Volume: A Survey (1987)Why Does Stock Market Volatility Change Over Time? (1989)Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market (2016)Daily price limits and destructive market behavior (2018)Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre (2020)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)Inferring Trade Direction from Intraday Data (1991)Time and the Process of Security Price Adjustment (1992)Order Flow and Liquidity around NYSE Trading Halts (2000)Religion, Ethics and Stock Trading: The Case of an Islamic Equities Market (2000)News-driven return reversals: Liquidity provision ahead of earnings announcements (2014)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)Stock returns and the weekend effect (1980)The relationship between return and market value of common stocks (1981)Stock Returns after Major Price Shocks: The Impact of Information (2011)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)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)Reconceptualizing the Determinants of Risk Behavior (1992)Kinds of Third-Party Effects on Trust (1995)What Comes to Mind (2010)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Epistemic Injustice (2007)Stock Market Crashes, Precursors and Replicas (1996)Large financial crashes (1997)Critical market crashes (2003)
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References

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  • 1975Judgment under Uncertainty: Heuristics and Biases22,647 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1980Measuring security price performance3,330 cited
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  • 1997Price Limit Performance: Evidence from the Tokyo Stock Exchange377 cited
  • 1994Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance306 cited
  • 1991The Reversal of Large Stock-Price Decreases283 cited
  • 1989Black Monday and the future of financial markets249 cited
  • 1994Volume, Volatility, and New York Stock Exchange Trading Halts208 cited
  • 1994Volume, Volatility, and New York Stock Exchange Trading Halts178 cited
  • 1991Transactional Risk, Market Crashes, and the Role of Circuit Breakers157 cited
  • 1993Transactional risk, market crashes, and the role of circuit breakers142 cited
  • 1988Market overreaction134 cited
  • 2002Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs125 cited

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2005
Price limit performance: evidence from transactions data and the limit order book
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