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Market reaction to public information: The atypical case of the Boston Celtics

  • Brown, Gregory W.
  • Hartzell, Jay C.
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    File URL: http://www.sciencedirect.com/science/article/B6VBX-433W7FJ-5/2/f0c8f7af18bec35feca1c95bce2c4805
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    Article provided by Elsevier in its journal Journal of Financial Economics.

    Volume (Year): 60 (2001)
    Issue (Month): 2-3 (May)
    Pages: 333-370

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    Handle: RePEc:eee:jfinec:v:60:y:2001:i:2-3:p:333-370
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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    1. Chang, Eric C & Jain, Prem C & Locke, Peter R, 1995. "Standard & Poor's 500 Index Futures Volatility and Price Changes around the New York Stock Exchange Close," The Journal of Business, University of Chicago Press, vol. 68(1), pages 61-84, January.
    2. Jerry A. Hausman & Andrew W. Lo & A. Craig MacKinlay, 1991. "An Ordered Probit Analysis of Transaction Stock Prices," NBER Working Papers 3888, National Bureau of Economic Research, Inc.
    3. Stoll, Hans R & Whaley, Robert E, 1990. "Stock Market Structure and Volatility," Review of Financial Studies, Society for Financial Studies, vol. 3(1), pages 37-71.
    4. Brown, William O & Sauer, Raymond D, 1993. " Fundamentals or Noise? Evidence from the Professional Basketball Betting Market," Journal of Finance, American Finance Association, vol. 48(4), pages 1193-1209, September.
    5. Andrew W. Lo & A. Craig MacKinlay, 1989. "An Econometric Analysis of Nonsynchronous Trading," NBER Working Papers 2960, National Bureau of Economic Research, Inc.
    6. Kunitomo, Naoto, 1992. "Improving the Parkinson Method of Estimating Security Price Volatilities," The Journal of Business, University of Chicago Press, vol. 65(2), pages 295-302, April.
    7. Amoako-Adu, Ben & Marmer, Harry & Yagil, Joseph, 1985. "The efficiency of certain speculative markets and gambler behavior," Journal of Economics and Business, Elsevier, vol. 37(4), pages 365-378, December.
    8. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
    9. Parkinson, Michael, 1980. "The Extreme Value Method for Estimating the Variance of the Rate of Return," The Journal of Business, University of Chicago Press, vol. 53(1), pages 61-65, January.
    10. Golec, Joseph & Tamarkin, Maurry, 1991. "The degree of inefficiency in the football betting market : Statistical tests," Journal of Financial Economics, Elsevier, vol. 30(2), pages 311-323, December.
    11. Gandar, John, et al, 1988. " Testing Rationality in the Point Spread Betting Market," Journal of Finance, American Finance Association, vol. 43(4), pages 995-1008, September.
    12. Barber, Brad M & Darrough, Masako N, 1996. "Product Reliability and Firm Value: The Experience of American and Japanese Automakers, 1973-1992," Journal of Political Economy, University of Chicago Press, vol. 104(5), pages 1084-99, October.
    13. Harris, Lawrence, 1991. "Stock Price Clustering and Discreteness," Review of Financial Studies, Society for Financial Studies, vol. 4(3), pages 389-415.
    14. Raymond D. Sauer, 1998. "The Economics of Wagering Markets," Journal of Economic Literature, American Economic Association, vol. 36(4), pages 2021-2064, December.
    15. Garman, Mark B & Klass, Michael J, 1980. "On the Estimation of Security Price Volatilities from Historical Data," The Journal of Business, University of Chicago Press, vol. 53(1), pages 67-78, January.
    16. Bonnier, Karl-Adam & Bruner, Robert F., 1989. "An analysis of stock price reaction to management change in distressed firms," Journal of Accounting and Economics, Elsevier, vol. 11(1), pages 95-106, February.
    17. John M. Gandar & William H. Dare & Craig R. Brown & Richard A. Zuber, 1998. "Informed Traders and Price Variations in the Betting Market for Professional Basketball Games," Journal of Finance, American Finance Association, vol. 53(1), pages 385-401, 02.
    18. Ball, Clifford A, 1988. " Estimation Bias Induced by Discrete Security Prices," Journal of Finance, American Finance Association, vol. 43(4), pages 841-65, September.
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