Investor reaction to extreme price shocks in stock markets: A cross country examination (Record no. 53210)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01400nam a2200229 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20191212180108.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 191212b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Lalwani, Vaibhav |
| 9 (RLIN) | 35340 |
| 245 ## - TITLE STATEMENT | |
| Title | Investor reaction to extreme price shocks in stock markets: A cross country examination |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 258-267 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This study attempts to investigate the presence of post event over- or under-reaction in stock markets of the top 10 countries by market capitalisation. An event is defined as an extreme price movement beyond a pre-defined threshold. Intra-day stock returns at 10-minute frequency starting from June 2009 till May 2016 have been analysed using average cumulative returns (ACR) and average cumulative abnormal returns (ACAR) for a 6-day duration after the event. It appears that there is presence of over- or under-reaction in 8 out of a total of 10 countries, and investors display psychological biases which lead to profit making opportunities. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Over and under reaction |
| Uncontrolled term | Stock markets |
| Uncontrolled term | Abnormal returns |
| Uncontrolled term | Efficient market hypothesis |
| Uncontrolled term | Price shocks |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sharma, Udayan |
| 9 (RLIN) | 35341 |
| 710 ## - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | Chakraborty, Madhumita |
| 9 (RLIN) | 35342 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 26346 |
| Host Itemnumber | 77275 |
| Main entry heading | RAVI aNSHUMAN V. |
| Place, publisher, and date of publication | BANGOLRE IIM BANGALORE 2011 |
| Other item identifier | 55511085 |
| Title | IIMB Management Review |
| International Standard Serial Number | 09793896 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 12/12/2019 | Vol 31, Issue 3/ 55511085JA4 | 55511085JA4 | 12/12/2019 | 12/12/2019 |