SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Peijie Wang, Bing Zhang, Yun Zhou, Asymmetries in stock markets, European Journal of Operational Research, 2015, 241, 3, 749

    CrossRef

  2. 2
    Hisham Farag, The Influence of Price Limits on Overreaction in Emerging Markets: Evidence from the Egyptian Stock Market, The Quarterly Review of Economics and Finance, 2015,

    CrossRef

  3. 3
    John L. Glascock, Ran Lu-Andrews, The Price Behavior of REITs Surrounding Extreme Market-Related Events, The Journal of Real Estate Finance and Economics, 2015,

    CrossRef

  4. 4
    Khelifa Mazouz, Yuliang Wu, Shuxing Yin, Trading Activity in Options and Stock Around Price-Sensitive News Announcements, Journal of Futures Markets, 2015, 35, 3
  5. 5
    Robert S. Hudson, Andros Gregoriou, Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns, International Review of Financial Analysis, 2014,

    CrossRef

  6. 6
    Khelifa Mazouz, Jian Wang, Commodity futures price behaviour following large one-day price changes, Applied Financial Economics, 2014, 24, 14, 939

    CrossRef

  7. 7
    Jeff Madura, Arjan Premti, Impact of Regulatory Enforcement on Leakages Prior to Analyst Recommendations, Financial Review, 2014, 49, 3
  8. 8
    Jose Luis Miralles-Marcelo, Jose Luis Miralles-Quiros, Maria del Mar Miralles-Quiros, Intraday Stock Market Behavior After Shocks: The Importance of Bull and Bear Markets in Spain, Journal of Behavioral Finance, 2014, 15, 2, 144

    CrossRef

  9. 9
    Hisham Farag, Investor overreaction and unobservable portfolios: evidence from an emerging market, Applied Financial Economics, 2014, 24, 20, 1313

    CrossRef

  10. 10
    Sabri Boubaker, Hisham Farag, Duc Khuong Nguyen, Short-term overreaction to specific events: Evidence from an emerging market, Research in International Business and Finance, 2014,

    CrossRef

  11. 11
    Chin-Han Chiang, Stock returns on option expiration dates: Price impact of liquidity trading, Journal of Empirical Finance, 2014, 28, 273

    CrossRef

  12. 12
    Olaf Stotz, The relative pricing of European dividend futures and their predictive abilities for index returns, The European Journal of Finance, 2014, 1

    CrossRef

  13. 13
    Emilios Galariotis, Wu Rong, Spyros Spyrou, Trading in option contracts before large price changes: A comparative study of US and UK markets, Journal of Derivatives & Hedge Funds, 2014, 20, 1, 1

    CrossRef

  14. 14
    Shima Amini, Bartosz Gebka, Robert Hudson, Kevin Keasey, 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, International Review of Financial Analysis, 2013, 26, 1

    CrossRef

  15. 15
    Ginette McManus, Rajneesh Sharma, Ahmet Tezel, Reversals in Wine Auction Prices, Journal of Wine Economics, 2013, 8, 02, 189

    CrossRef

  16. 16
    Joon Chae, Dong Wook Lee, Shu Feng Wang, Takeover vulnerability and the behavior of short-term stock returns, Journal of Corporate Finance, 2013, 22, 66

    CrossRef

  17. 17
    I-Chun Tsai, Volatility clustering, leverage, size, or contagion effects: The fluctuations of Asian real estate investment trust returns, Journal of Asian Economics, 2013, 27, 18

    CrossRef

  18. 18
    Takanobu Mizuta, Isao Yagi, Kiyoshi Izumi, Development of an Evaluation Method for Artificial Market Settings Considering a Realistic Pricing Mechanism, Transactions of the Japanese Society for Artificial Intelligence, 2012, 27, 6, 320

    CrossRef

  19. 19
    Pavel G. Savor, Stock returns after major price shocks: The impact of information, Journal of Financial Economics, 2012, 106, 3, 635

    CrossRef

  20. 20
    Susana Yu, Dean Leistikow, Abnormal stock returns, for the event firm and its rivals, following the event firm's large one-day stock price drop, Managerial Finance, 2011, 37, 2, 151

    CrossRef

  21. 21
    Russell S. Sobel, Matt E. Ryan, Handbook of Sports and Lottery Markets, 2008,

    CrossRef

  22. 22
    Jeff Madura, Nivine Richie, Global valuation of equity: one market correcting another, International Journal of Managerial Finance, 2007, 3, 2, 178

    CrossRef

  23. 23
    RISTO KARJALAINEN, Advanced Trading Rules, 2002,

    CrossRef

  24. 24
    Oliver Schnusenberg, Jeff Madura, DO U.S. STOCK MARKET INDEXES OVER- OR UNDERREACT?, Journal of Financial Research, 2001, 24, 2
  25. 25
    Michael Impson, MARKET REACTION TO DIVIDEND-DECREASE ANNOUNCEMENTS: PUBLIC UTILITIES VS. UNREGULATED INDUSTRIAL FIRMS, Journal of Financial Research, 1997, 20, 3
  26. 26
    RONI MICHAELY, RICHARD H. THALER, KENT L. WOMACK, Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?, The Journal of Finance, 1995, 50, 2
  27. 27
    David R. Peterson, THE INFLUENCE OF ORGANIZED OPTIONS TRADING ON STOCK PRICE BEHAVIOR FOLLOWING LARGE ONE-DAY STOCK PRICE DECLINES, Journal of Financial Research, 1995, 18, 1
  28. 28
    DON R. COX, DAVID R. PETERSON, Stock Returns following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance, The Journal of Finance, 1994, 49, 1
  29. 29
    ALLAN C. EBERHART, RICHARD J. SWEENEY, Does the Bond Market Predict Bankruptcy Settlements?, The Journal of Finance, 1992, 47, 3