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Volumn 16, Issue 6, 2006, Pages 461-469

A test of US equity market reaction to surprises in an era of high trading volume

Author keywords

[No Author keywords available]

Indexed keywords

STOCK MARKET;

EID: 33645541028     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100500400510     Document Type: Article
Times cited : (8)

References (11)
  • 1
    • 0007038398 scopus 로고
    • Rational investors reaction to uncertainty: Evidence from the world's major markets
    • Ajayi, RA and Mehdian, S. (1994) Rational investors reaction to uncertainty: Evidence from the world's major markets Journal of Business Finance and Accounting, 21, pp. 533-45.
    • (1994) Journal of Business Finance and Accounting , vol.21 , pp. 533-545
    • Ajayi, R.A.1    Mehdian, S.2
  • 2
    • 84963133429 scopus 로고
    • Global reaction of security prices to major US-induced surprises: An empirical investigation
    • Ajayi, RA and Mehdian, S. (1995) Global reaction of security prices to major US-induced surprises: An empirical investigation Applied Financial Economics, 5, pp. 203-18.
    • (1995) Applied Financial Economics , vol.5 , pp. 203-218
    • Ajayi, R.A.1    Mehdian, S.2
  • 3
  • 4
    • 84900013243 scopus 로고
    • Does the stock market overreact?
    • De Bondt, WF and Thaler, RH. (1985) Does the stock market overreact? Journal of Finance, 40, pp. 793-805.
    • (1985) Journal of Finance , vol.40 , pp. 793-805
    • De Bondt, W.F.1    Thaler, R.H.2
  • 5
    • 84977703147 scopus 로고
    • Further evidence on investor overreaction and stock market seasonality
    • De Bondt, WF and Thaler, RH. (1987) Further evidence on investor overreaction and stock market seasonality Journal of Finance, 42, pp. 557-81.
    • (1987) Journal of Finance , vol.42 , pp. 557-581
    • De Bondt, W.F.1    Thaler, R.H.2
  • 6
    • 84977712440 scopus 로고
    • Unexpected favourable feedback investment strategies and destabilizing rational speculation
    • DeLong, JB and Shleifer, A and Summers, LH and Waldmann, RJ. (1990) Unexpected favourable feedback investment strategies and destabilizing rational speculation Journal of Finance, 45, pp. 379-95.
    • (1990) Journal of Finance , vol.45 , pp. 379-395
    • DeLong, J.B.1    Shleifer, A.2    Summers, L.H.3    Waldmann, R.J.4
  • 7
    • 0039331682 scopus 로고    scopus 로고
    • New evidence on the Monday seasonal in stock returns
    • Kamara, A. (1997) New evidence on the Monday seasonal in stock returns Journal of Business, 70, pp. 63-84.
    • (1997) Journal of Business , vol.70 , pp. 63-84
    • Kamara, A.1
  • 9
    • 84977736029 scopus 로고
    • Investor sentiment and the closed-end fund puzzle
    • Lee, CMC and Shleifer, A and Thaler, RH. (1991) Investor sentiment and the closed-end fund puzzle Journal of Finance, 46, pp. 75-110.
    • (1991) Journal of Finance , vol.46 , pp. 75-110
    • Lee, C.M.C.1    Shleifer, A.2    Thaler, R.H.3
  • 10
    • 33645541019 scopus 로고
    • Business cycle and the pre-holiday effect in stock returns
    • Liano, K and White, LR. (1994) Business cycle and the pre-holiday effect in stock returns Applied Financial Economics, 4, pp. 171-4.
    • (1994) Applied Financial Economics , vol.4 , pp. 171-174
    • Liano, K.1    White, L.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.