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How does the stock market absorb shocks?

Citations

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Cited by:

  1. Vegard Høghaug Larsen & Leif Anders Thorsrud, 2022. "Asset returns, news topics, and media effects," Scandinavian Journal of Economics, Wiley Blackwell, vol. 124(3), pages 838-868, July.
  2. Yoshito Funashima, 2024. "How does economic policy uncertainty respond to permanent and transitory shocks?," Bulletin of Economic Research, Wiley Blackwell, vol. 76(1), pages 267-282, January.
  3. Liu, Chunyuan & Han, Liyan & Chu, Gang, 2023. "The effect of overnight corporate announcements on price discovery," Finance Research Letters, Elsevier, vol. 53(C).
  4. Kamal, Javed Bin & Wohar, Mark, 2023. "Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic," International Economics, Elsevier, vol. 173(C), pages 68-85.
  5. Keunbae Ahn, 2021. "Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2021, January-A.
  6. Aiche Avishay & Cohen Gil & Griskin Vladimir, 2024. "Stocks Opening Price Gaps and Adjustments to New Information," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 877-891, February.
  7. Chun-Teck Lye & Tuan-Hock Ng & Kwee-Pheng Lim & Chin-Yee Gan, 2020. "Investor protection and market reaction to unusual market activity replies," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 16(8), pages 2034-2069, July.
  8. Liang, Qi & Sun, Wenjia & Li, Wenyu & Yu, Fengyan, 2021. "Media effects matter: Macroeconomic announcements in the gold futures market," Economic Modelling, Elsevier, vol. 96(C), pages 1-12.
  9. Hao, Wei & Pham, Linh, 2024. "Dynamic connectedness in the higher moments between clean energy and oil prices," Energy Economics, Elsevier, vol. 140(C).
  10. Fenghua Wen & Yujie Yuan & Wei‐Xing Zhou, 2021. "Cross‐shareholding networks and stock price synchronicity: Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 914-948, January.
  11. Tao, Ran & Brooks, Chris & Bell, Adrian R., 2020. "When is a MAX not the MAX? How news resolves information uncertainty," Journal of Empirical Finance, Elsevier, vol. 57(C), pages 33-51.
  12. Ge, Xiaowen & Xue, Minggao & Cao, Ruiyi, 2024. "Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news," International Review of Financial Analysis, Elsevier, vol. 94(C).
  13. Galvani, Valentina, 2024. "Frog in the Pan and the market-state effect on momentum," Finance Research Letters, Elsevier, vol. 63(C).
  14. Jian Chen & Guohao Tang & Guofu Zhou & Wu Zhu, 2025. "ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?," Papers 2502.10008, arXiv.org.
  15. repec:zbw:bofitp:2019_009 is not listed on IDEAS
  16. Junjun Ma & Xindan Li & Lei Lu & Weixing Wu & Xiong Xiong, 2022. "Individual investors' dispersion in beliefs and stock returns," Financial Management, Financial Management Association International, vol. 51(3), pages 929-953, September.
  17. Chen, Xing & Wu, Chongfeng, 2022. "Retail investor attention and information asymmetry: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
  18. Haojun Chen, 2025. "Do Short Sales Reduce Post-Shock Anomalies in Stock Prices? Evidence from the Chinese Stock Market," IJFS, MDPI, vol. 13(1), pages 1-24, January.
  19. Ma, Junjun & Xiong, Xiong & Feng, Xu, 2021. "News release and the role of different types of investors," International Review of Financial Analysis, Elsevier, vol. 73(C).
  20. Ebrahim Bazrafshan, 2023. "Implications of Internal Funds Surplus for Determining Agency Spending of SEO Proceeds and Timing Incentives," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 32(4), pages 133-169, November.
  21. Duan, Jiaxin & Kou, Fangyuan & Wang, Zining & Wei, Yixin, 2024. "When echoes surpass voices: Market reaction to forwarded news," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  22. Lansing, Kevin J. & LeRoy, Stephen F. & Ma, Jun, 2022. "Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 50-72.
  23. Wen, Fenghua & Xu, Longhao & Ouyang, Guangda & Kou, Gang, 2019. "Retail investor attention and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 65(C).
  24. Walker, Clive B., 2024. "Going mainstream: Cryptocurrency narratives in newspapers," International Review of Financial Analysis, Elsevier, vol. 94(C).
  25. Chen, Xing & Diao, Xundi & Wu, Chongfeng, 2022. "Heterogeneous investor attention and post earnings announcement drift: Evidence from China," Economic Modelling, Elsevier, vol. 110(C).
  26. Zhou, Wei & Gu, Ruitao & Lu, Shuai, 2020. "Penetrating the real performance of SSE STAR enterprises: A double-market investigation," Finance Research Letters, Elsevier, vol. 37(C).
  27. Rahman, Oriana & Semenov, Andrei, 2025. "Subjective probabilities under behavioral heuristics," International Review of Economics & Finance, Elsevier, vol. 98(C).
  28. Kingstone Nyakurukwa & Yudhvir Seetharam, 2025. "Investor sentiment networks: mapping connectedness in DJIA stocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-19, December.
  29. Bennani, Hamza, 2019. "Does People's Bank of China communication matter? Evidence from stock market reaction," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
  30. Pham, Linh & Kamal, Javed Bin, 2024. "Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?," Journal of Commodity Markets, Elsevier, vol. 34(C).
  31. Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022. "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 493-518.
  32. Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020. "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, vol. 70(2).
  33. Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Pandemic-induced fear and stock market returns: Evidence from China," Global Finance Journal, Elsevier, vol. 54(C).
  34. Funashima, Yoshito & Iizuka, Nobuo & Ohtsuka, Yoshihiro, 2020. "GDP announcements and stock prices," Journal of Economics and Business, Elsevier, vol. 108(C).
  35. Fenghua Wen & Yujie Yuan & Wei-Xing Zhou, 2019. "Cross-shareholding networks and stock price synchronicity: Evidence from China," Papers 1903.01655, arXiv.org.
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