Return predictability following large price changes and information releases

Journal of Banking and Finance

Volumn 25, Issue 4, 2001, Pages 631-656

  Pritamani, Mahesh ^a   Singal, Vijay ^b  

^a OAKLAND UNIVERSITY   (United States)

^b PAMPLIN COLLEGE OF BUSINESS   (United States)

Author keywords

G14; Information quality; Momentum; Predictability; Under reaction

Indexed keywords

EID: 0042908975     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(00)00091-1     Document Type: Article

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