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Studies on stock market efficiency

Rieks, Johannes (2015) Studies on stock market efficiency. PhD, Universität Regensburg.

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Date of publication of this fulltext: 20 Jan 2015 13:41

Abstract (English)

This dissertation consists of three empirical studies on capital market efficiency in a broader sense. Two of the three papers are dedicated to the examination of short-term stock-returns in the wake of large one-day price changes – positive or negative. If significant abnormal returns can be found after large price changes this may indicate improper information efficiency. One if not the only ...

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Translation of the abstract (German)

Die vorliegende Dissertation besteht aus drei empirischen Studien, die sich im weiteren Sinne mit Kapitalmarkteffizienz beschäftigen. Zwei der drei Papers widmen sich der Untersuchung von kurzfristigen Aktienrenditen nach eintägigen Preisschocks. Ließen sich signifikante abnormale Renditen nach Preisschocks nachweisen, könnte das auf eine unvollständige Informationseffizienz schließen lassen. ...

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Item type:Thesis of the University of Regensburg (PhD)
Date:20 January 2015
Referee:Prof. Dr. Klaus Röder
Date of exam:14 January 2015
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzdienstleistungen (Prof. Dr. Klaus Röder)
Keywords:overreaction, price shocks, stock return predictability, emerging markets, investor relations, insider trading
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:31237
Owner only: item control page

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