Reactions to Shocks of the Romanian Companies Stock Prices

Keywords

Romanian, Stock (firearms), Business, Monetary economics, Economics

References

• EQUILIBRIUM IN A CAPITAL ASSET MARKETJan Mossin — 1966
• Is Stock Market Overreaction Persistent Over TimeCarl R. Chen, David A. Sauer — 1997
• DO U.S. STOCK MARKET INDEXES OVER- OR UNDERREACT?Oliver Schnusenberg, Jeff Madura — 2001
• CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*William F. Sharpe — 1964
• Short-term reaction of stock markets in stressful circumstancesMeziane Lasfer, Arie Melnik, Dylan C. Thomas — 2003
• On the Contrarian Investment StrategyKam‐Fai Chan — 1988
• Efficient Capital Markets: IIEugene F. Fama — 1991
• Does the Stock Market OverreactWerner F. M. De Bondt, Richard H. Thaler — 1985
• Short Term Reaction of Stock Markets in Stressful CircumstancesDylan C. Thomas, Meziane Lasfer, Arie Melnik — 2001
• Profitability of Momentum Strategies: An Evaluation of Alternative ExplanationsNarasimhan Jegadeesh, Sheridan Titman — 2001
• Profitability of Momentum Strategies: An Evaluation of Alternative ExplanationsSheridan Titman, Narasimhan Jegadeesh — 1999
• Momentum StrategiesLouis K.C. Chan, Narasimhan Jegadeesh, Josef Lakonishok — 1996
• The Capital Asset Pricing Model : Some Empirical Tests 1F. Black, Michael C. Jensen — 2006

Cited by

• Impact of the Shocks from NYSE on the Romanian Capital MarketsRăzvan Ştefanescu, Ramona Dumitriu — 2015
• Contrarian and Momentum Profits During Periods of High Trading Volume Preceded by Stock Prices ShocksRăzvan Ştefanescu — 2016

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