Do U.S. Stock Market Indexes Over- Or Underreact?
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Bibliographic InfoArticle provided by Southern Finance Association & Southwestern Finance Association in its journal Journal of Financial Research.
Volume (Year): 24 (2001)
Issue (Month): 2 (06)
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- Spyrou, Spyros, 2011. "Are broad market shocks anticipated by investors? Evidence from major equity and index options markets," International Review of Financial Analysis, Elsevier, Elsevier, vol. 20(3), pages 127-133, June.
- Mazouz, Khelifa & Joseph, Nathan Lael & Palliere, Clement, 2009. "Stock index reaction to large price changes: Evidence from major Asian stock indexes," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 17(4), pages 444-459, September.
- Amini, Shima & Gebka, Bartosz & Hudson, Robert & Keasey, Kevin, 2013. "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," International Review of Financial Analysis, Elsevier, Elsevier, vol. 26(C), pages 1-17.
- Ising, Jan & Schiereck, Dirk & Simpson, Marc W. & Thomas, Thomas W., 2006. "Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 46(4), pages 598-619, September.
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