A Market Microstructure Explanation for Predictable Variations in Stock Returns following Large Price Changes
| Year of publication: |
1995
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|---|---|
| Authors: | Park, Jinwoo |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 30.1995, 2, p. 241-256
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