A Simple Measure of Price Adjustment Coefficients
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1993.tb04716.x/fullpdf
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4. Trading rules, large blocks and the speed of adjustment;Dann;Journal of Financial Economics,1977
5. Does the stock market overreact?;DeBondt;Journal of Finance,1985
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