Jan Muntermann presents an intraday event study that is conducted
within the German capital market, and provides evidence that
investors could exploit intraday stock price effects following
critical market events. He then develops the concept for a
corresponding mobile decision support system that assists investors
in identifying those events. Based on the design science research
paradigm, he uses this concept in the design of a novel mobile
decision support system, which can provide ubiquitous information
access to private investors.
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