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Applied Economics Letters Volume 17, 2010 - Issue 15
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Original Articles

The effects of rumours on financial market efficiency

Uriel Spiegel Department of Interdisciplinary Social Studies, Bar-Ilan University, Ramat Gan, Israel; Department of Economics, University of Pennsylvania, Philadelphia, PA, USA
,
Tchai Tavor Department of Economics, Yisrael Valley College, Afula, Israel
&
Joseph Templeman The College of Business Administration, Rishon LiTzion, IsraelCorrespondence[email protected]
Pages 1461-1464 | Published online: 10 Nov 2009

References

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  • Durand-Robert , B. , Koh-Shern , W. and Ng-Hock , G. 2003 . From gold to silicon . Journal of Multinational Financial Management , 13 : 273 – 86 .
  • Kiymaz , H. 2001 . The effects of stock market rumors on stock prices: evidence from an emerging market . Journal of Multinational Financial Management , 11 : 105 – 15 .
  • Trueman , B. , Wong , M. H. and Zhang , X. 2000 . The eyeballs have it: searching for the value in internet stocks , Berkeley : Working Paper, Haas School of Business, University of California . January 2000
  • Tumarkin , R. and Whitelaw , R. F. 2001 . News or noise? Internet message board activity and stock prices . Financial Analysts Journal , 57 : 41 – 51 .
  • Werner , A. and Murray , Z. F. 2004 . Is all that talk just noise? The information content of internet stock message boards . Journal of Finance , 59 : 1259 – 94 .
  • Wysocki , P. 1999 . Cheap talk on the web: the determinants of postings on stock message boards , Working Paper, University of Michigan Business School . November 1999

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