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Applied Financial Economics Volume 19, 2009 - Issue 15
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Original Articles

Intraday characteristics of stock price crashes

Manuel Ammann Swiss Institute of Banking and Finance, University of St. Gallen, Rosenbergstr. 52, St., Gallen 9000, Switzerland
&
Stephan Markus Kessler Swiss Institute of Banking and Finance, University of St. Gallen, Rosenbergstr. 52, St., Gallen 9000, SwitzerlandCorrespondence[email protected].
Pages 1239-1255 | Published online: 30 Jun 2009

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Keebong Park. (2015) Price Movement After an Information Event Detected by a New Measure of Private Information Ratio. Emerging Markets Finance and Trade 51:sup3, pages 52-65.
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Zhi-Qiang Jiang, Wen-Jie Xie, Xiong Xiong, Wei Zhang, Yong-Jie Zhang & Wei-Xing Zhou. (2013) Trading networks, abnormal motifs and stock manipulation. Quantitative Finance Letters 1:1, pages 1-8.
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Articles from other publishers (3)

Oliver Borgards & Robert L. Czudaj. (2020) The prevalence of price overreactions in the cryptocurrency market. Journal of International Financial Markets, Institutions and Money 65, pages 101194.
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Neda Todorova. (2017) The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. Economic Modelling 64, pages 221-230.
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Shima Amini, Bartosz Gebka, Robert Hudson & Kevin Keasey. (2013) A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations. International Review of Financial Analysis 26, pages 1-17.
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