Investor confusion and similarly identified securities
Davies, J.R. and Hillier, D.J. and Thamm, J. (2007) Investor confusion and similarly identified securities. Accounting and Finance, 47 (4). pp. 693-711. ISSN 0810-5391
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Abstract
This paper extends the analysis of Rashes (2001) to examine the co-movement of prices for a sample of UK equity securities with similar ticker symbols and names. In contrast to Rashes (2001), we find only limited evidence of price changes that could be attributed to ticker symbol or name confusion. Our results suggest that any such confusion, if it exists at all, is most likely confined to very short time horizons and is not a systematic occurrence for similarly identified securities.
Author(s): | Davies, J.R. ![]() ![]() ![]() | Item type: | Article |
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ID code: | 8158 |
Keywords: | UK equity securities, securities, investors, shares, accountancy, Accounting, Finance, Accounting, Economics, Econometrics and Finance (miscellaneous) |
Subjects: | Social Sciences > Commerce > Accounting |
Department: | Strathclyde Business School > Accounting and Finance |
Depositing user: | Strathprints Administrator |
Date deposited: | 28 Jul 2009 13:59 |
Last modified: | 05 Jul 2019 03:00 |
URI: | https://strathprints.strath.ac.uk/id/eprint/8158 |
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