Short-term market reaction after extreme price changes of liquid stocks
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Publication:3437383
DOI10.1080/14697680600699894zbMath1134.91559arXivcond-mat/0406696OpenAlexW1967853025MaRDI QIDQ3437383
György Andor, A. G. Zawadowski, János Kertész
Publication date: 9 May 2007
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0406696
Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; economic indices and measures (91B82)
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