Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market
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- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021. "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
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Cited by:
- Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022.
"Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices,"
The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021. "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers 202119, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024.
"Price effects after one-day abnormal returns and crises in the stock markets,"
Research in International Business and Finance, Elsevier, vol. 70(PA).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022. "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers 202222, University of Pretoria, Department of Economics.
- Weng Hoe Lam & Weng Siew Lam & Kah Fai Liew & Pei Fun Lee, 2023. "Decision Analysis on the Financial Performance of Companies Using Integrated Entropy-Fuzzy TOPSIS Model," Mathematics, MDPI, vol. 11(2), pages 1-18, January.
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More about this item
Keywords
Overreaction; Momentum Effect; Contrarian Effect; Abnormal Returns; Stock Market; Dow Jones Index;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
Statistics
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