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The behavior of stock prices around institutional trades
Chan, Louis K. C., (1995)
Factbook / New York Stock Exchange
(1956)
Price discovery in auction markets : a look inside the black box
Madhavan, Ananth Narayan, (2000)
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C., (1999)
The stock market valuation of research and development expenditures
Momentum strategies