Details about Andrey Kudryavtsev

Access statistics for papers by Andrey Kudryavtsev.

Last updated 2023-01-23. Update your information in the RePEc Author Service.

Short-id: pku220

Working Papers

2021

1. Effect of Market-Wide Herding on the Next Day's Stock Return
   Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski

2014

2. Trying to Predict Opening Stock Returns
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences

Journal Articles

2021

1. Stock Price Dynamics Surrounding Company-Specific Shocks
   Economic Studies journal, 2021, (7), 32-45
2. THE CORRELATION BETWEEN STOCK RETURNS BEFORE AND AFTER ANALYST RECOMMENDATION REVISIONS
   Economic Annals, 2021, 66, (228), 69 - 100 View citations (2)

2020

3. IMMEDIATE AND LONGER-TERM STOCK PRICE DYNAMICS FOLLOWING LARGE STOCK PRICE CHANGES
   Annals of Financial Economics (AFE), 2020, 15, (01), 1-17 View citations (1)
4. Stock Return Dynamics after Analyst Recommendation Revisions
   Journal of Risk & Control, 2020, 7, (1), 1-16

2019

5. Abnormal Trading Volumes around Large Stock Price Moves and Subsequent Price Dynamics
   Review of Behavioral Economics, 2019, 6, (3), 283–311
6. Effect of investor inattention on price drifts following analyst recommendation revisions
   International Journal of Finance & Economics, 2019, 24, (1), 348-360 View citations (2)
7. Holiday Effect on Large Stock Price Changes
   Annals of Economics and Finance, 2019, 20, (2), 633-660 View citations (1)
8. Psychological Aspects of Stock Returns Accompanied by High Trading Volumes
   Journal of Risk & Control, 2019, 6, (1), 1-17
9. SHORT-TERM HERDING EFFECT ON MARKET INDEX RETURNS
   Annals of Financial Economics (AFE), 2019, 14, (01), 1-16 View citations (4)
10. THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES
    Economic Annals, 2019, 64, (220), 85 - 116 View citations (2)

2018

11. Holiday effect on stock price reactions to analyst recommendation revisions
    Journal of Asset Management, 2018, 19, (7), 507-521
12. The Availability Heuristic and Reversals Following Large Stock Price Changes
    Journal of Behavioral Finance, 2018, 19, (2), 159-176 View citations (10)

2017

13. "I'll Think about it Tomorrow": Price Drifts Following Large Pre-Holiday Stock Price Moves
    The Review of Finance and Banking, 2017, 09, (2), 043-062
14. Book Review. Michael Lewis: The undoing project: a friendship that changed the world
    Journal of Behavioral Economics for Policy, 2017, 1, (2), 61-63
15. Frequency of Adjusting Asset Allocations in the Life-Cycle Pension Model: When Doing More Is Not Necessarily Better
    Bulletin of Applied Economics, 2017, 4, (1), 13-33 View citations (1)
16. The Effect of Preceding Sequences on Stock Returns
    European Financial and Accounting Journal, 2017, 2017, (4), 83-96 View citations (3)
17. The Effect of Stock Return Sequences on Trading Volumes
    IJFS, 2017, 5, (4), 1-15 View citations (2)
18. VIX Index and Stock Returns Following Large Price Moves
    Journal of Risk & Control, 2017, 4, (1), 71-101 View citations (1)

2016

19. Accumulating approach to the life-cycle pension model: practical advantages
    Financial Theory and Practice, 2016, 40, (4), 413-436 View citations (2)

2015

20. Informational Content of Open-to-Close Stock Returns
    European Financial and Accounting Journal, 2015, 2015, (1), 5-17

2014

21. DIFFERENTIAL EFFECTS OF TARGET PRICE RELEASES ON STOCK PRICES: PSYCHOLOGICAL ASPECTS
    Theoretical and Practical Research in the Economic Fields, 2014, 5, (2), 153-166
22. EFFECT OF INLATION ON NOMINAL AND REAL STOCK RETURNS A BEHAVIORAL VIEW
    Journal of Advanced Studies in Finance, 2014, 5, (1), 56-65
23. Out of the blue: mood maintenance hypothesis and seasonal effects on investors' reaction to news
    Quantitative Finance, 2014, 14, (4), 629-640 View citations (6)
24. When Do Opening Stock Returns Tend to be Higher?
    International Economic Journal, 2014, 28, (3), 445-458

2013

25. Interday drifts in opening stock returns
    Theoretical and Applied Economics, 2013, XX, (11(588)), 53-72 View citations (1)
26. MECHANISM OF AUTOCORRELATIONS OF INDIVIDUAL STOCKS' OPENING RETURNS
    Review of Economic and Business Studies, 2013, (12), 37-56
27. Stock price reversals following end-of-the-day price moves
    Economics Letters, 2013, 118, (1), 203-205 View citations (6)
28. Think About Tomorrow Morning: Opening Stock Returns May Show Reversals
    Romanian Economic Journal, 2013, 16, (50), 51-64
29. Volatility expectations and the reaction to analyst recommendations
    Journal of Economic Psychology, 2013, 37, (C), 1-6 View citations (7)
30. “Rational” or “Intuitive”: Are Behavioral Biases Correlated Across Stock Market Investors?
    Contemporary Economics, 2013, 7, (2) View citations (9)

2012

31. Description-based and experience-based decisions: individual analysis
    Judgment and Decision Making, 2012, 7, (3), 316-331
32. EARLY TO RISE: WHEN OPENING STOCK RETURNS ARE HIGHER THAN DAILY RETURNS?
    Studies in Business and Economics, 2012, 7, (3), 58-73 View citations (1)
33. Incorporating Weekend Information in Stock Prices: Evidence from Israeli Stock Market
    Journal of Finance and Investment Analysis, 2012, 1, (4), 1
34. OVERNIGHT STOCK PRICE REVERSALS
    Journal of Advanced Studies in Finance, 2012, 3, (2), 162-170
35. Short-Term Stock Price Reversals May Be Reversed
    International Journal of Business and Economic Sciences Applied Research (IJBESAR), 2012, 5, (3), 129-146 View citations (2)

2011

36. Behavioral Biases in Economic and Financial Knowledge: Are They the Same for Men and Women?
    Advances in Management and Applied Economics, 2011, 1, (1), 2 View citations (3)
37. Stock Market Analysis in Practice: Is It Technical or Fundamental?
    Journal of Applied Finance & Banking, 2011, 1, (3), 9 View citations (1)

2008

38. Reference point formation by market investors
    Journal of Banking & Finance, 2008, 32, (9), 1782-1794 View citations (16)

Chapters

2020

1. Psychological Aspects of Stock Price Drifts Following Analyst Recommendation Revisions
   Chapter 6 in Behavioral Finance A Novel Approach, 2020, pp 131-154

2019

2. Psychological Aspects of Large Stock Price Changes
   Chapter 12 in Behavioral Finance The Coming of Age, 2019, pp 401-427

2016

3. The Availability Heuristic and other Psychological Aspects of Investors’ Reactions to Company-Specific Events
   Chapter 11 in Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, 2016, pp 287-316 View citations (1)