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Information diffusion and the predictability of New Zealand stock market returns

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  • Hai Lin
  • Daniel Quill
  • Henk Berkman

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  • Hai Lin & Daniel Quill & Henk Berkman, 2016. "Information diffusion and the predictability of New Zealand stock market returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 749-785, September.
    • Handle: RePEc:bla:acctfi:v:56:y:2016:i:3:p:749-785
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