Do stock price reactions to public information reflect its long-run effect on the firms’ fundamental value? : the case of an emerging market
Hyeonmi Ahn & Doyeon Kim
| Year of publication: |
June 2018
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|---|---|
| Authors: | Ahn, Hyeonmi ; Kim, Doyeon |
| Published in: |
Global economic review. - Abingdon, Oxfordshire : Routledge, ISSN 1226-508X, ZDB-ID 1398828-1. - Vol. 47.2018, 2, p. 182-223
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| Subject: | Stock price reactions | event study | post-event performances | market efficiency | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Effizienzmarkthypothese | Efficient market hypothesis | Schwellenländer | Emerging economies | Ereignisstudie | Event study | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1226508X.2018.1424011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011890068