Delayed reaction to good news and the cross-autocorrelation of portfolio returns
Grant McQueen, Michael Pinegar, and Steven Thorley
| Year of publication: |
1996
|
|---|---|
| Authors: | McQueen, Grant R. |
| Other Persons: | Pinegar, J. Michael (contributor) ; Thorley, Steven (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 51.1996, 3, p. 889-919
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Betriebsgröße | Firm size | USA | United States | 1963-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001203637