Delayed reaction to good news and the cross-autocorrelation of portfolio returns

Journal of Finance

Volumn 51, Issue 3, 1996, Pages 889-919

  Mcqueen, Grant ^a   Pinegar, Michael ^a   Thorley, Steven ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039272311     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1996.tb02711.x     Document Type: Article

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