Investor confusion and similarly identified securities

J.R. Davies, D.J. Hillier, J. Thamm

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)


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.
Original languageEnglish
Pages (from-to)693-711
Number of pages18
JournalAccounting and Finance
Issue number4
Publication statusPublished - 2007


  • UK equity securities
  • securities
  • investors
  • shares
  • accountancy

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