Price movement after an information event detected by a new measure of private information ratio
Keebong Park
| Year of publication: |
2015
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|---|---|
| Authors: | Park, Keebong |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 3, Suppl.3, p. 52-65
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| Subject: | overreaction | price movement | return continuation | return reversal | underreaction | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Asymmetrische Information | Asymmetric information | Ankündigungseffekt | Announcement effect | Theorie | Theory | Volatilität | Volatility | Wertpapierhandel | Securities trading |