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Volumn 26, Issue 1, 2003, Pages 113-127

What drives stock price behavior following extreme one-day returns

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Indexed keywords


EID: 0142118623     PISSN: 02702592     EISSN: None     Source Type: Journal    
DOI: 10.1111/1475-6803.00048     Document Type: Article
Times cited : (73)

References (14)
  • 1
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    • Winners and losers on NYSE: A re-examination using daily closing bid-ask spreads
    • Akhigbe, A., T. Gosnell, and T. Harikumar, 1998, Winners and losers on NYSE: A re-examination using daily closing bid-ask spreads, Journal of Financial Research 21, 53-64.
    • (1998) Journal of Financial Research , vol.21 , pp. 53-64
    • Akhigbe, A.1    Gosnell, T.2    Harikumar, T.3
  • 3
    • 84977710683 scopus 로고
    • The reversal of large stock price decreases
    • Bremer, M. and R. J. Sweeney, 1991, The reversal of large stock price decreases, Journal of Finance 46, 747-54.
    • (1991) Journal of Finance , vol.46 , pp. 747-754
    • Bremer, M.1    Sweeney, R.J.2
  • 6
    • 84993865637 scopus 로고
    • Stock returns following large one-day declines: Evidence on short-term reversals and longer-term performance
    • 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
  • 7
    • 8744258405 scopus 로고    scopus 로고
    • Investor psychology and security market under- and overreactions
    • Daniel, K., D. Hirshleifer, and A. Subrahmanyam, 1998, Investor psychology and security market under- and overreactions, Journal of Finance 53, 1839-85.
    • (1998) Journal of Finance , vol.53 , pp. 1839-1885
    • Daniel, K.1    Hirshleifer, D.2    Subrahmanyam, A.3
  • 8
  • 9
    • 84977703147 scopus 로고
    • Further evidence on investor overreaction and stock market seasonally
    • _, 1987, Further evidence on investor overreaction and stock market seasonally, Journal of Finance 42, 557-80.
    • (1987) Journal of Finance , vol.42 , pp. 557-580
  • 10
    • 0002343873 scopus 로고
    • Evidence on stock market overreaction
    • Howe, J. S., 1986, Evidence on stock market overreaction, Financial Analysts Journal 42, 74-77.
    • (1986) Financial Analysts Journal , vol.42 , pp. 74-77
    • Howe, J.S.1
  • 12
    • 84986432836 scopus 로고
    • The influence of organized options trading on stock price behavior following large one-day stock price declines
    • Peterson, D. R., 1995, The influence of organized options trading on stock price behavior following large one-day stock price declines, Journal of Financial Research 18, 33-44.
    • (1995) Journal of Financial Research , vol.18 , pp. 33-44
    • Peterson, D.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.