Stephen J. Larson

Eastern Illinois University - School of Business

600 Lincoln Ave.

Lumpkin Hall - 3010

Charleston, IL 61920

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

Price Movements, Information, and Liquidity in the Night Trading Market

The Financial Review, Vol. 41, No. 1, pp. 119-137, February 2006
Number of pages: 19 Posted: 20 Nov 2006
Antoine Giannetti, Stephen J. Larson, Chun I. Lee and Jeff Madura
Florida Atlantic University, Eastern Illinois University - School of Business, Loyola Marymount University - Department of Finance and Computer Information Systems and Minnesota State University, Mankato
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Price Movements, Information and Liquidity in the Night Trading Market

Financial Review, Vol. 41, No. 1, February 2006
Posted: 12 Dec 2005
Antoine Giannetti, Stephen J. Larson, Chun I. Lee and Jeff Madura
Florida Atlantic University, Eastern Illinois University - School of Business, Loyola Marymount University - Department of Finance and Computer Information Systems and Florida Atlantic University - College of Business

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Market efficiency, liquidity, night trading, night session, overreaction, extreme price movements, winners, losers

2.

Real Estate Investment Trusts and Stock Price Reversals

Journal of Real Estate Finance and Economics, Vol. 30, No. 1, 2005
Posted: 07 Jun 2004
Stephen J. Larson
Eastern Illinois University - School of Business

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3.

What Drives Stock Price Behavior Following Extreme One-Day Returns

Forthcoming in Journal of Financial Research
Posted: 26 Apr 2002
Stephen J. Larson and Jeff Madura
Eastern Illinois University - School of Business and Florida Atlantic University - College of Business

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