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Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk

  • Sadka, Ronnie
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    File URL: http://www.sciencedirect.com/science/article/B6VBX-4HD8DPK-1/2/08589f4645f15a90f39489342ea49c38
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    Article provided by Elsevier in its journal Journal of Financial Economics.

    Volume (Year): 80 (2006)
    Issue (Month): 2 (May)
    Pages: 309-349

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    Handle: RePEc:eee:jfinec:v:80:y:2006:i:2:p:309-349
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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