On Stock Return Patterns Following Large Weekly Price Movements: The Case of Hong Kong
In this paper, I examine the short-run and long-run performance of the largest 49 stocks in Hong Kong market which experience weekly price movements of more than ±10% between 1999 and 2007. For both decline and increase events, one-week significant reversal is documented. But such reversal in return...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/32 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1031&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |