Investors' reactions to sharp price changes: Evidence from equity markets of the People's Republic of China

R Rezvanian, RA Turk, SM Mehdian - Global Finance Journal, 2011 - Elsevier
We examine investors' reactions to extreme price changes in Chinese equity markets to
uncover patterns of price formation. We compare the price behavior and volatility of “A” and …

EFFICIENT CAPITAL MARKETS: A REVIEW OF EMPIRICAL WORK ON ROMANIAN CAPITAL MARKET.

DI Mînjină - Global Journal of Finance & Banking Issues, 2010 - search.ebscohost.com
The Romanian capital market has enjoyed positive developments over the recent years,
reflected in the dynamics of market capitalization, turnover, turnover velocity and stock price …

Equity market reaction to sharp price changes: Evidence from Poland

R Rezvanian, Z Krysiak, E Klaczynska - … ale Universitatii “Al. I. Cuza” din …, 2015 - ceeol.com
We examine investors' reaction to sharp price changes using two equity market indices in
Poland: WIG and WIG20. Using daily market returns for the two indices from April 1991 and …