Striking oil: Another puzzle?

Journal of Financial Economics

Volumn 89, Issue 2, 2008, Pages 307-327

  Driesprong, Gerben ^a   Jacobsen, Ben ^b   Maat, Benjamin ^c  

^a Fortis MeesPierson   (Netherlands)

^b MASSEY UNIVERSITY   (New Zealand)

^c APG Algemene Pensioen Groep NV   (Netherlands)

Author keywords

International stock markets; Market efficiency; Oil prices; Return predictability; Stock returns; Underreaction

Indexed keywords

EID: 50549099322     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2007.07.008     Document Type: Article

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