THE INFLUENCE OF RUMORS AND ITS CONSEQUENCES IN DYNAMICS OF STOCK MARKET PRICES

This work is part of an ongoing study that aims to analyze the influence of rumors on the price dynamics in the stock market, through a case study of companies whose shares are traded much among financial agents. For this purpose we used historical prices of securities traded in the spot market of S...

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Bibliographic Details
Main Authors: Fábio Marques da Cruz, Maria Yêda Falcão Soares de Filgueiras Gomes
Format: Article
Language:English
Published: Universidade Estadual Paulista Júlio de Mesquita Filho (UNESP) 2013-01-01
Series:Brazilian Journal of Information Science
Subjects:
Online Access:http://www2.marilia.unesp.br/revistas/index.php/bjis/article/view/3120/2452