Stock Price Response to News of Securities Fraud Litigation: An Analysis of Sequential and Conditional Information
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DOI: 10.1111/j.1467-6281.2004.00149.x
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- Gibbons, Michael R & Hess, Patrick, 1981. "Day of the Week Effects and Asset Returns," The Journal of Business, University of Chicago Press, vol. 54(4), pages 579-596, October.
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