Stock predictability and preceding stock price changes - Evidence from central and Eastern European markets
(2017)
Journal Article
Ison, L., & Hudson, R. (2017). Stock predictability and preceding stock price changes - Evidence from central and Eastern European markets. Economics Bulletin, 37(2), 733-740
This paper extends the empirical evidence on stock returns after preceding price innovations using data from Central and Eastern European (CEE) markets. In contrast to many previous papers, we find no evidence of either overreaction effects or ration... Read More about Stock predictability and preceding stock price changes - Evidence from central and Eastern European markets.