Price Reversals

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Top 10

  1. KAUL, G. and M. NIMALENDRAN, 1991. Price reversals: bid-ask errors or market overreaction. [Cited by 40]
  2. ATKINS, A. and E. DYL, 1990. Price reversals, bid-ask spreads, and market efficiency. Journal of Financial and Quantitative Analysis. [Cited by 36]
  3. KLEIN, A., 1990. A direct test of the cognitive bias theory of share price reversals. Journal of Accounting and Economics. [Cited by 33]
  4. FUNG, A.K.W., D.M.Y. MOK and K. LAM, 1998. Intraday price reversals for index futures in US and Hong Kong. [Cited by 10]
  5. FABOZZI, F.J., et al., 1995. Predicting Intraday Price Reversals. Journal of Portfolio Management. [Cited by 9]
  6. DE, W.F.M., 1992. Earnings forecasts and share price reversals. Charlottesville, Va.]: Research Foundation of the Institute …. [Cited by 7]
  7. PARK, J., 1995. … market microstructure explanation for predictable variations in stock returns following large price …. Journal of Financial and Quantitative Analysis. [Cited by 11]
  8. CONRAD, J., M.N. GULTEKIN and G. KAUL, 1997. Profitability of short-term contrarian strategies: Implications for market efficiency. Journal of Business and Economic Statistics. [Cited by 18]
  9. COX, D.R. and D.R. PETERSON, 1994. Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term …. Journal of Finance. [Cited by 32]
  10. IRWIN, J.R., 1994. Buying/selling price preference reversals: Preference for environmental changes in buying versus …. Organizational Behavior and Human Decision Processes. [Cited by 21]