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Market underreaction to open market share repurchases

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Market underreaction to open market share repurchases

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Expectations and risk premia at 8:30AM : macroeconomic announcements and the yield curve

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Bitcoin fluctuations and the frequency of price overreactions

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Force majeure events and stock market reactions in Ukraine

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Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements

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Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements

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On stock price overreactions : frequency, seasonality and information content

Caporale, Guglielmo Maria; Plastun, Alex - In: Journal of applied economics 22 (2019) 1, pp. 602-621

This paper explores the frequency of price overreactions in the US stock market by focusing on the Dow Jones Industrial Index over the period 1990-2017. It uses two different methods (static and dynamic) to detect overreactions and then carries out various statistical tests (both parametric and...

Persistent link: https://www.econbiz.de/10012157453