On the efficiency of intra-industry information transfers : the dilution of the overreaction anomaly
Year of publication: |
November 2015
|
---|---|
Authors: | Chung, Dennis Y. ; Hrazdil, Karel ; Trottier, Kim |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 60.2015, p. 153-167
|
Subject: | Information transfers | Market efficiency | Overreaction anomaly | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Informationsverbreitung | Information dissemination | Theorie | Theory | Informationsökonomik | Economics of information |
-
The distribution of information and the price efficiency of markets
Corgnet, Brice, (2018)
-
Early peek advantage? : efficient price discovery with tiered information disclosure
Hu, Xing, (2017)
-
Investor sentiment with information shock in the stock market
Yang, Chunpeng, (2021)
- More ...
-
Industry classification and the efficiency of intra-industry information transfers
Chung, Dennis Y., (2014)
-
Industry Classification and the Efficiency of Intra-Industry Information Transfers
Chung, Dennis Y., (2016)
-
On the Efficiency of Intra-Industry Information Transfers : The Dilution of the Overreaction Anomaly
Chung, Dennis Y., (2016)
- More ...