Short-term reaction of stock markets in stressful circumstances

Journal of Banking and Finance

Volumn 27, Issue 10, 2003, Pages 1959-1977

  Lasfer, M Ameziane ^a   Melnik, Arie ^a,b   Thomas, Dylan C ^a  

^a CITY UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF HAIFA   (Israel)

Author keywords

Efficient markets; Market stress; Momentum; Overreaction

Indexed keywords

EID: 0041573361     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(02)00313-8     Document Type: Article

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