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.
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© 2007 Deutscher Universitäts-Verlag | GWV Fachverlage GmbH, Wiesbaden
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(2007). Analysis of Intraday Stock Price Effects on the German Capital Market. In: Event-Driven Mobile Financial Information Services. Gabler. https://doi.org/10.1007/978-3-8350-5479-0_2
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DOI: https://doi.org/10.1007/978-3-8350-5479-0_2
Publisher Name: Gabler
Print ISBN: 978-3-8350-0888-5
Online ISBN: 978-3-8350-5479-0
eBook Packages: Computer ScienceComputer Science (R0)