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Settlement delays and stock prices

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  • Ramon P. DeGennaro

Abstract

An analysis of whether investors consider the length of the settlement delay between the time a stock trade is executed and the security is delivered. By modeling stock returns and conducting regression tests, the author concludes that stock prices do reflect the effects of the settlement delay.

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Bibliographic Info

Article provided by Federal Reserve Bank of Cleveland in its journal Economic Review.

Volume (Year): (1989)
Issue (Month): Q IV ()
Pages: 19-28

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Handle: RePEc:fip:fedcer:y:1989:i:qiv:p:19-28:n:v.25no.4

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Keywords: Stock - Prices;

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