Differential investors' response to restatement announcements: an empirical investigation

S Demirkan, HD Platt - Journal of Economics and Financial …, 2018 - papers.ssrn.com
When firms announce a restatement of their financial reports, they inform investors that their
prior announcements were faulty. Not only do companies lose credibility at times such as …

Reversals in wine auction prices

G McManus, R Sharma, A Tezel - Journal of wine economics, 2013 - cambridge.org
This paper investigates reversals in wine auction prices following a series of strong positive
and negative returns. Using the Chicago Wine Company's auction data, we find evidence of …

Predictable patterns following large price changes and volume: Evidence from the Indian stock market

S Parthasarathy - Review of Behavioral Finance, 2019 - emerald.com
Purpose The purpose of this paper is to examine the short horizon stock behavior following
large price shocks in the Indian stock market. Design/methodology/approach The author …

[PDF][PDF] Differential investors' response to restatement announcements: An empirical investigation

S Demirkan, H Platt - European Journal of Economic and Political …, 2011 - academia.edu
Differential investors’ response to restatement announcements: An empirical investigation See
discussions, stats, and author profiles for this publication at: https://www. researchgate …

Explaining stock price volatility with terminal value estimates

H Platt, M Platt, S Demirkan - The Journal of Private Equity, 2011 - JSTOR
Stock price volatility has become more extreme and, as a consequence, investor's portfolios
have grown more risky and many investors have given up on the stock market. Undoubtedly …

Do Opening Stock Prices ContainInformation Content?

H Platt, L Cai - The Journal of Trading, 2013 - pm-research.com
Some traders employ strategies based on taking advantage of opening price gaps. Using a
large data set of company-specific trading days, we explore the question of whether, after …

Comportamento das Cotações após Dias de Grandes Quedas: O Caso Português

TAR Oliveira - 2010 - search.proquest.com
Nesta investigação analisámos o comportamento das acções portuguesas após a
ocorrência de grandes quedas nos preços. Com esta análise procuramos concluir acerca …

[CITATION][C] Portfolio Optimization Using Greedy Algorithm

A Elshahat, A Parihizgari, G Narasimhan, S Anwar

[CITATION][C] PERILOUS FORECASTS: IMPLICATIONSOF RELIANCEON TERMINALVALUE1