Short-term market reaction after extreme price changes of liquid stocks
Authors:
d
m G. Zawadowski ab;
Gy
rgy Andor b;
J
nos Kert
sz cd
d
m G. Zawadowski ab;
Gy
rgy Andor b;
J
nos Kert
sz cd
| Affiliations: | a Department of Economics, Princeton University, Princeton, NJ 08544, USA |
b Department of Management and Business Economics, Budapest University of Technology and Economics, M egyetem rkp. 9, H-1111 Budapest, Hungary |
|
c Department of Theoretical Physics, Budapest University of Technology and Economics, Budafoki t 8, H-1111 Budapest, Hungary |
|
| d Laboratory of Computational Engineering, Helsinki University of Technology, FIN-02015 HUT, Finland |
DOI:
10.1080/14697680600699894
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egyetem rkp. 9, H-1111 Budapest, Hungary
t 8, H-1111 Budapest, Hungary