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Convergence to market efficiency of top gainers
16 references·1 citing·48 second hop
Convergence to market efficiency of top gainers (2010)Convergence to market efficiency of top g…Speed of convergence to market efficiency for NYSE-listed foreign stocks (2009)Speed of convergence to marke…Cash, investments and asset returns (2009)Cash, investments and asset r…A behavioral explanation for the negative asymmetric return–volatility relation (2008)A behavioral explanation for …Trade classification algorithms for electronic communications network trades (2007)Trade classification algorith…Momentum strategies based on reward–risk stock selection criteria (2007)Momentum strategies based on …Legal insider trading and market efficiency (2007)Legal insider trading and mar…Intraday volume and volatility relations with and without public news (2007)Intraday volume and volatilit…Evidence on the speed of convergence to market efficiency (2005)Evidence on the speed of conv…Equilibrium in a Dynamic Limit Order Market (2005)Equilibrium in a Dynamic Limi…Order imbalance and individual stock returns: Theory and evidence (2003)Order imbalance and individua…Sensitivity analyses of anomalies in developed stock markets (2001)Sensitivity analyses of anoma…The dynamics of dividends, earnings and prices: evidence and implications for dividend smoothing and signaling (1999)The dynamics of dividends, ea…The interaction between order imbalance and stock price (1997)The interaction between order…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Speed of convergence to market efficiency: The role of ECNs (2012)Speed of convergence to marke…Measuring and Testing the Impact of News on Volatility (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Modeling and Forecasting Realized Volatility (2003)World War II events and the Dow Jones industrial index (2009)The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship (2014)Herding behavior, market sentiment and volatility: Will the bubble resume? 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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2003Order imbalance and individual stock returns: Theory and evidence571 cited
  • 2005Evidence on the speed of convergence to market efficiency456 cited
  • 2005Equilibrium in a Dynamic Limit Order Market439 cited
  • 2008A behavioral explanation for the negative asymmetric return–volatility relation247 cited
  • 2007Momentum strategies based on reward–risk stock selection criteria115 cited
  • 2007Legal insider trading and market efficiency114 cited
  • 2007Intraday volume and volatility relations with and without public news95 cited
  • 2007Trade classification algorithms for electronic communications network trades87 cited
  • 1997The interaction between order imbalance and stock price64 cited
  • 1999The dynamics of dividends, earnings and prices: evidence and implications for dividend smoothing and signaling39 cited
  • 2009Speed of convergence to market efficiency for NYSE-listed foreign stocks39 cited
  • 2001Sensitivity analyses of anomalies in developed stock markets

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  • 2009Cash, investments and asset returns20 cited
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    • 2012Speed of convergence to market efficiency: The role of ECNs17 cited