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- W2135587444 abstract "Abstract 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 April 1994 to November 2012, we identify the event days as the days where market indices exhibited positive or negative daily price changes of 3 percent or more as well as two and three standard deviations from the mean of the market returns. By following the market behaviour through price trend for 30 days after the event days, two conclusions can be reached: (a) The arrival of unexpected news that cause sharp price changes impacts volatility of market indices, and (b) the subsequent price adjustments after the initial sharp price changes take an upward corrective pattern only after the initial negative price changes, but not after positive price changes." @default.
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- W2135587444 date "2015-07-01" @default.
- W2135587444 modified "2023-10-16" @default.
- W2135587444 title "Equity Market Reaction to Sharp Price Changes: Evidence from Poland" @default.
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- W2135587444 doi "https://doi.org/10.1515/aicue-2015-0012" @default.
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