Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 32 (1997)
Issue (Month): 03 (September)
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- 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, vol. 26(C), pages 1-17.
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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, vol. 20(3), pages 127-133, June.
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