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Volumn 21, Issue 1, 1998, Pages 53-64

Winners and losers on nyse: A re-examination using daily closing bid-ask spreads

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EID: 0007087004     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1998.tb00269.x     Document Type: Article
Times cited : (21)

References (10)
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    • Cox, D. R. and D. R. Peterson, 1994, Stock returns following large one-day declines: Evidence on short-term reversals and longer-term performance, Journal of Finance 49, 255–67.
    • (1994) Journal of Finance , vol.49 , pp. 255-267
    • Cox, D.R.1    Peterson, D.R.2
  • 3
  • 4
    • 84977703147 scopus 로고
    • Further evidence on investor overreaction and stock market seasonality
    • De Bondt, W. F. M. and R. H. Thaler, 1987, Further evidence on investor overreaction and stock market seasonality, Journal of Finance 42, 577–81.
    • (1987) Journal of Finance , vol.42 , pp. 577-581
    • De Bondt, W.F.M.1    Thaler, R.H.2
  • 6
    • 46149130184 scopus 로고
    • A transactions data study of weekly and intradaily patterns in stock returns
    • Harris, L., 1986, A transactions data study of weekly and intradaily patterns in stock returns, Journal of Financial Economics 16, 99–117.
    • (1986) Journal of Financial Economics , vol.16 , pp. 99-117
    • Harris, L.1
  • 7
    • 84944835445 scopus 로고
    • A further investigation of the weekend effect in stock returns
    • Keim, D. B. and R. F. Stambaugh, 1984, A further investigation of the weekend effect in stock returns, Journal of Finance 39, 819–40.
    • (1984) Journal of Finance , vol.39 , pp. 819-840
    • Keim, D.B.1    Stambaugh, R.F.2
  • 8
    • 84974224103 scopus 로고
    • A market microstructure explanation for predictable variations in stock returns following large price changes
    • Park, J., 1995, A market microstructure explanation for predictable variations in stock returns following large price changes, Journal of Financial Economics 30, 241–56.
    • (1995) Journal of Financial Economics , vol.30 , pp. 241-256
    • Park, J.1
  • 9
    • 0010934477 scopus 로고
    • Seasonal movements in securities prices II: Weekend, holiday, turn of the month, and intraday effects
    • Thaler, R., 1987, Seasonal movements in securities prices II: Weekend, holiday, turn of the month, and intraday effects, Economic Perspectives, 169–77.
    • (1987) Economic Perspectives , pp. 169-177
    • Thaler, R.1
  • 10
    • 0040593253 scopus 로고
    • Short-run market overreaction: Size and seasonality effects
    • Zarowin, P., 1989, Short-run market overreaction: Size and seasonality effects, Journal of Portfolio Management 15, 26–29.
    • (1989) Journal of Portfolio Management , vol.15 , pp. 26-29
    • Zarowin, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.