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Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs

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  • S. Price

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  • Dean Gatzlaff
  • C. Sirmans
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    Abstract

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    Bibliographic Info

    Article provided by Springer in its journal The Journal of Real Estate Finance and Economics.

    Volume (Year): 44 (2012)
    Issue (Month): 1 (January)
    Pages: 250-274

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    Handle: RePEc:kap:jrefec:v:44:y:2012:i:1:p:250-274

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    Web page: http://www.springerlink.com/link.asp?id=102945

    Related research

    Keywords: REITs; Post-earnings-announcement drift; Market efficiency; Trading rule; Uncertainty;

    References

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