Abnormal stock returns following large one-day advances and declines: Evidence from Asia-Pacific markets

DOI10.1023/A:1009625931727zbMath1153.91773MaRDI QIDQ1000430

Michael C. S. Wong

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B84: Economic time series analysis

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91B82: Statistical methods; economic indices and measures