Information Diffusion and Overreaction: Evidence from the Chinese Stock Market
Author:
Affiliation:
1. a School of Finance, Renmin University of China
2. b Yale School of Management, New Haven, CT
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X460206
Reference39 articles.
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4. A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns;J. Boudoukh;Review of Financial Studies,1994
5. Investment Analysis and the Adjustment of Stock Prices to Common Information;M. Brennan;Review of Financial Studies,1993
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