Short-term Overreaction in American Depository Receipts
In this paper we examine for the first time the short-term predictability of American Depository Receipts (ADRs) in reaction to extreme price movements. Based on an analysis of 2,911 extreme price movements that took place within either normal trading hours or after-hours in the period 2001-2019, we...
| 出版年: | Scientific Annals of Economics and Business |
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| 主要な著者: | , |
| フォーマット: | 論文 |
| 言語: | 英語 |
| 出版事項: |
Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house
2020-12-01
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| 主題: | |
| オンライン･アクセス: | http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1395 |