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...

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Bibliografske podrobnosti

Principais autores:	Júlio Lobão, Maria Eva Jerke
Format:	Artigo
Jezik:	Inglês
Izdano:	Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2020-12-01
Serija:	Scientific Annals of Economics and Business
Teme:	american depository receipts overreaction market efficiency short-term reversal.
Online dostop:	http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1395
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