Bremer is associated with Northeastern and Nanzan Universities, Sweeney with the School of Business Administration of Georgetown University. Earlier versions of this paper were presented at the 1988 meeting of the Western Finance Association and at the Claremont/University of Southern California Workshop in Financial and Monetary Economics. We benefited from the comments of the participants. Thanks are also due to Swaminathan Badrinath, Paul Bolster, Douglas Joines, Arthur Havenner, Charles Higgins, Peter Kretzmer, David Mayers, Jay Prag, Aris Protopapadakis, Ed Saunders, David Smith, Venkat Srinivasan, Jon Welch, Thomas Willett, Eriko Yamamoto, and an anonymous referee.
The Reversal of Large Stock-Price Decreases
Version of Record online: 30 APR 2012
© 1991 the American Finance Association
The Journal of Finance
Volume 46, Issue 2, pages 747–754, June 1991
How to Cite
BREMER, M. and SWEENEY, R. J. (1991), The Reversal of Large Stock-Price Decreases. The Journal of Finance, 46: 747–754. doi: 10.1111/j.1540-6261.1991.tb02684.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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