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Analysis of Intraday Stock Price Effects on the German Capital Market

Abstract

Analyzing the adjustment process of stock prices reacting to new information available has a long tradition in empirical financial research and plays a major role in understanding the dynamics of financial markets. In this chapter, the analysis of the intraday stock price adjustments on the German capital market lays an empirical basis and motivation for the design and development of a novel IT concept that supports investors to react quickly to new information available before stock prices fully reflects this information.

Keywords

Stock Price Abnormal Return Stock Prex Event Window Price Reaction 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Deutscher Universitäts-Verlag | GWV Fachverlage GmbH, Wiesbaden 2007

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