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Short-term market reaction after extreme price changes of liquid stocks 

Authors: dm G. Zawadowski ^ab;  Gyrgy Andor ^b; Jnos Kertsz ^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, Megyetem 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

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 6, Issue 4 August 2006 , pages 283 - 295

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: HTML (English) : PDF (English)

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