Ertürk, Korkut A.; Özgür, Gökçer - 2009
dispersed among investors. Often, some news event can have a disproportionately strong
effect beyond what its intrinsic … aberrations tied to the
breakdown of prudential supervision or some other idiosyncratic event or policy, rather than the
very …
Financial Economics, 66(2-3), pp. 341-60.
Allen, F. & G. Gorton (1993). “Churning Bubbles,” Review of Economic Studies, 60 …