๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Reversal of the Monday Effect: New Evidence from US Equity Markets

โœ Scribed by Seyed Mehdian; Mark J. Perry


Book ID
108567932
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
137 KB
Volume
28
Category
Article
ISSN
0306-686X

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๐Ÿ“œ SIMILAR VOLUMES


How potent are news reversals?: Evidence
โœ Arjun Chatrath; Rohan A. Christie-David; Kiseop Lee ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 285 KB

## Abstract A theoretical model is presented, which predicts a heightening in return volatility following a news reversal. A reversal occurs when a value of an economic indicator that is larger than the forecasted value is followed in the following month by a value smaller than the forecasted value