SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Reversal of Large Stock-Price Decreases
9 references·16 citing·39 second hop
The Reversal of Large Stock-Price Decreases (1991)The Reversal of Large Stock-Price Decreas…Risk aversion, uncertain information, and market efficiency (1988)Risk aversion, uncertain info…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note (1984)New Findings Regarding Day-of…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…The anomalous stock market behavior of small firms in January (1983)The anomalous stock market be…The relationship between return and market value of common stocks (1981)The relationship between retu…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …Stock overreaction to extreme market events (2017)Stock overreaction to extreme…Short-term overreaction to specific events: Evidence from an emerging market (2014)Short-term overreaction to sp…Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns (2014)Calculating and comparing sec…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)A review of the international…Stock Returns after Major Price Shocks: The Impact of Information (2011)Stock Returns after Major Pri…On the information role of stock recommendation revisions (2009)On the information role of st…What Drives Stock Price Behavior Following Extreme One‐Day Returns (2003)What Drives Stock Price Behav…Short-term reaction of stock markets in stressful circumstances (2003)Short-term reaction of stock …Short-Term Overreaction in the Hong Kong Stock Market: Can a Contrarian Trading Strategy Beat the Market? (2003)Short-Term Overreaction in th…How the Equity Market Responds to Unanticipated Events* (2003)How the Equity Market Respond…Capital Gains Taxes and Equity Trading: Empirical Evidence (2003)Capital Gains Taxes and Equit…Return predictability following large price changes and information releases (2001)Return predictability followi…Filter Rules Based on Price and Volume in Individual Security Overreaction (1999)Filter Rules Based on Price a…Short-run overreaction in the New Zealand stock market (1998)Short-run overreaction in the…Time variation of second moments from a noise trader/infection model (1997)Time variation of second mome…Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange (1997)Predictable Patterns after La…Misspecification of capital asset pricing (1981)Size-related anomalies and stock return seasonality (1983)Measuring abnormal performance (1992)Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Stock prices and the Wall Street weather (1993)The Behavior of Stock-Market Prices (1965)On the Impossibility of Informationally Efficient Markets (1980)Nonstationary expected returns (1989)When an event is not an event: the curious case of an emerging market (2000)Following the leader: (2001)Time Series Analysis: Forecasting and Control (1977)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Reading between the lines: An empirical examination of qualitative attributes of financial analysts’ reports (2011)Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays (2013)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)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)Multifactor Explanations of Asset Pricing Anomalies (1996)A transaction data study of weekly and intradaily patterns in stock returns (1986)Transactions, Volume, and Volatility (1994)The Message in Daily Exchange Rates (2002)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Day-of-the-week and intraday effects in stock returns (1986)An Examination of the Robustness of the Weekend Effect (1989)High Stock Returns before Holidays: Existence and Evidence on Possible Causes (1990)
this work references cited by second hop

References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
  • 1983The anomalous stock market behavior of small firms in January848 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1988Risk aversion, uncertain information, and market efficiency519 cited
  • 1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note482 cited

Cited by

  • 2009On the information role of stock recommendation revisions239 cited
  • 1999Filter Rules Based on Price and Volume in Individual Security Overreaction220 cited
  • 2011Stock Returns after Major Price Shocks: The Impact of Information208 cited
  • 2001Return predictability following large price changes and information releases152 cited
  • 1997Time variation of second moments from a noise trader/infection model148 cited
  • 2003Short-term reaction of stock markets in stressful circumstances

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

147 cited
  • 2003How the Equity Market Responds to Unanticipated Events*134 cited
  • 2003Capital Gains Taxes and Equity Trading: Empirical Evidence111 cited
  • 2014Short-term overreaction to specific events: Evidence from an emerging market97 cited
  • 2003What Drives Stock Price Behavior Following Extreme One‐Day Returns91 cited
  • 1998Short-run overreaction in the New Zealand stock market89 cited
  • 2014Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns75 cited
  • 1997Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange74 cited
  • 2012A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations65 cited
  • 2017Stock overreaction to extreme market events65 cited
  • 2003Short-Term Overreaction in the Hong Kong Stock Market: Can a Contrarian Trading Strategy Beat the Market?60 cited