Hot potatoes: Underpricing of stocks following extreme negative returns * Article

Caglayan, Mustafa O, Lawrence, Edward, Reyes-Pena, Robinson. (2023). Hot potatoes: Underpricing of stocks following extreme negative returns * . JOURNAL OF BANKING & FINANCE, 149 10.1016/j.jbankfin.2023.106757

cited authors

  • Caglayan, Mustafa O; Lawrence, Edward; Reyes-Pena, Robinson

sustainable development goals

authors

publication date

  • April 1, 2023

published in

keywords

  • Business & Economics
  • Business, Finance
  • CROSS-SECTION
  • DISPOSITION
  • EQUILIBRIUM
  • Economics
  • Extreme returns
  • INVESTOR SENTIMENT
  • LOTTERIES
  • Large daily losses
  • MARKETS EVIDENCE
  • PREFERENCES
  • PROSPECT-THEORY
  • Social Sciences
  • TAIL RISK
  • Underpricing
  • WINNERS

Digital Object Identifier (DOI)

publisher

  • ELSEVIER

volume

  • 149