Dampening effect and market efficiency
Year of publication: |
2023
|
---|---|
Authors: | Guo, Ming |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 148.2023, p. 1-25
|
Subject: | Grossman-Stiglitz-style and kyle-style models | Dampening effect | Price informativeness and short-term return reversals | Contrarian trading | Aggregate risk | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Richtiger Name der Verfasser:in: ...: Ming Guo |
Other identifiers: | 10.1016/j.jedc.2023.104604 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Return patterns of South Korean stocks following large price shocks
Kolaric, Sascha, (2016)
-
Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan, (2019)
-
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria, (2015)
- More ...
-
A unique “T+1 trading rule” in China: Theory and evidence
Guo, Ming, (2012)
-
Liu, Shuzhen, (2021)
-
Research on the evaluation indicators of skilled employees' career success based on grounded theory
Chu, Fulei, (2015)
- More ...