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Stock Market Underreaction and Overreaction at News

Student: Sonina Ekaterina

Supervisor: Sergey M. Menshikov

Faculty: Faculty of Economic Sciences

Educational Programme: Financial Markets and Financial Institutions (Master)

Year of Graduation: 2017

The paper investigates the reaction of stock prices of Russian companies to publish financial statements according to Russian accounting standards,International financial reporting standards, quarterly reports of companies. Applied event study method.Revealed a positive reaction to negative news events allows you to make effective financial decisions. Comparing price reactions of a shares held for companies in the metals and mining sector, energy industry.

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