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Price reversals *1: Bid-ask errors or market overreaction?

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Author Info
Kaul, Gautam
Nimalendran, M.

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File URL: http://www.sciencedirect.com/science/article/B6VBX-45N4M6X-6/2/41102a38a202023ddde41739298b7d19
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 28 (1990)
Issue (Month): 1-2 ()
Pages: 67-93
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Handle: RePEc:eee:jfinec:v:28:y:1990:i:1-2:p:67-93

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Craig Holden & Avanidhar Subrahmanyam, 1998. "New Events, Information Acquisition, and Serial Correlation," University of California at Los Angeles, Anderson Graduate School of Management 1115, Anderson Graduate School of Management, UCLA. [Downloadable!]
  2. Dimitris Kenourgios & Nikolaos Pavlidis, 2005. "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance 0512011, EconWPA. [Downloadable!]
  3. Yue Fang, 2000. "When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data," Econometric Society World Congress 2000 Contributed Papers 0843, Econometric Society. [Downloadable!]
  4. Mark Grinblatt & Tobias Moskowitz, 1999. "The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence," University of California at Los Angeles, Anderson Graduate School of Management 1100, Anderson Graduate School of Management, UCLA. [Downloadable!]
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