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Short-term reaction of stock markets in stressful circumstances · Study

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ArticleShort-term reaction of stock markets in stressful circumstances

Meziane Lasfer2003

Article2003

Short-term reaction of stock markets in stressful circumstances

Meziane Lasfer · Arie Melnik · Dylan C. Thomas

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

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

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References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1996Multifactor Explanations of Asset Pricing Anomalies 1994Contrarian Investment, Extrapolation, and Risk 1980Measuring security price performance 1988Permanent and Temporary Components of Stock Prices 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1

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Year2003

Typearticle

Published2003-01-17

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations147

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0378-4266(02)00313-8

openalex_workW2073676635

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