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Volumn 30, Issue 1, 2005, Pages 81-88

Real estate investment trusts and stock price reversals

Author keywords

Market efficiency; Overreaction; Real estate investment trust

Indexed keywords


EID: 14944355842     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11146-004-4832-x     Document Type: Article
Times cited : (12)

References (6)
  • 1
    • 0007087004 scopus 로고    scopus 로고
    • 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
  • 2
    • 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, 747-754.
    • (1991) Journal of Finance , vol.46 , pp. 747-754
    • Bremer, M.1    Sweeney, R.J.2
  • 3
    • 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, 255-267.
    • (1994) Journal of Finance , vol.49 , pp. 255-267
    • Cox, D.R.1    Peterson, D.R.2
  • 4
    • 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, 1839-1885.
    • (1998) Journal of Finance , vol.53 , pp. 1839-1885
    • Daniel, K.1    Hirshleifer, D.2    Subrahmanyam, A.3
  • 5
    • 0142118623 scopus 로고    scopus 로고
    • What Drives Stock Price Behavior Following Extreme One-Day Returns
    • Larson, S. J., and J. Madura. (2003). "What Drives Stock Price Behavior Following Extreme One-Day Returns, " Journal of Financial Research 26, 113-127.
    • (2003) Journal of Financial Research , vol.26 , pp. 113-127
    • Larson, S.J.1    Madura, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.