Short-term market reaction after extreme price changes of liquid stocks

Quantitative Finance

Volumn 6, Issue 4, 2006, Pages 283-295

  Zawadowski, Ádám G ^a,b   Andor, György ^b   Kertész, János ^b,c  

^a PRINCETON UNIVERSITY   (United States)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^c AALTO UNIVERSITY   (Finland)

Author keywords

Extreme price changes; Liquid stocks; Market reaction

Indexed keywords

EID: 33747596932     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680600699894     Document Type: Article

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