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 …
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 …
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 …
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 …
discussions, stats, and author profiles for this publication at: https://www. researchgate …
Explaining stock price volatility with terminal value estimates
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 …
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 …
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 …
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