Mechanism Of Autocorrelations Of Individual Stocks' Opening Returns
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More about this item
KeywordsOpening Returns; Return Autocorrelations; Stock Market Efficiency; Stock Price Drifts and Reversals;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G19 - Financial Economics - - General Financial Markets - - - Other
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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