A review of the international literature on the short term predictability of stock prices conditional on large prior price changes : microstructure, behavioral and risk related explanations
Year of publication: |
2013
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Authors: | Amini, Shima ; Ge̜bka, Bartosz ; Hudson, Robert ; Keasey, Kevin |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 26.2013, p. 1-17
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Subject: | Stock reaction | Predictability | Large price changes | Microstructure | Behavioral | Risk | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income |
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