RePEcLLMs & Text
Opening Price Gaps and Information Adjustment in Stocks
AI and big data research on gap opening price strategies show that negative gaps are more common than positive ones, and bad news adjusts prices faster than good news, with positive gaps offering profitable trading chances.
Featured in No. 36 on 7 Feb 2024 · on release day
- Released
- 7 Feb 2024
- First featured
- No. 36 · 7 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 11
- Identifier
- RePEc:kap:compec:v:63:y:2024:i:2:d:10.1007_s10614-023-10363-w
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).