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Components of short-horizon individual security returns

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Author Info
Conrad, Jennifer
Kaul, Gautam
Nimalendran, M.

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VBX-458X2C6-18/2/ecb1d7f641abbde32a7696cdea1346f5
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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 29 (1991)
Issue (Month): 2 (October)
Pages: 365-384
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Handle: RePEc:eee:jfinec:v:29:y:1991:i:2:p:365-384

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

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  1. Simon Gervais & Ron Kaniel & Dan Mingelgrin, . "The High Volume Return Premium," Rodney L. White Center for Financial Research Working Papers 01-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
    Other versions:
  2. Narasimhan Jegadeesh & Sheridan Titman, 1992. "Overreaction, Delayed Reaction, and Contrarian Profits," University of California at Los Angeles, Anderson Graduate School of Management 1159, Anderson Graduate School of Management, UCLA. [Downloadable!]
    Other versions:
  3. Francesco, Guidi, 2008. "European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel," MPRA Paper 10759, University Library of Munich, Germany. [Downloadable!]
  4. John Hatgioannides & Spiros Mesomeris, 2005. "Mean Reversion in Equity Prices: the G-7 Evidence," Money Macro and Finance (MMF) Research Group Conference 2005 64, Money Macro and Finance Research Group. [Downloadable!]
  5. Gagnon, Louis & Karolyi, G. Andrew, 2007. "Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks," Working Paper Series 2006-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
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