Indeed this analysis would be interesting, though I don’t know if long-term enough data (e.g. a century’s worth) is available in this level of detail.
I assume there might indeed be clearer patterns in how individual companies’ prices react, perhaps depending on their size and liquidity. Though again I expect most, if not all, of any predictability has disappeared in recent decades.
Indeed this analysis would be interesting, though I don’t know if long-term enough data (e.g. a century’s worth) is available in this level of detail.
I assume there might indeed be clearer patterns in how individual companies’ prices react, perhaps depending on their size and liquidity. Though again I expect most, if not all, of any predictability has disappeared in recent decades.