Asset pricing: A tale of two days

Journal of Financial Economics

Volumn 113, Issue 2, 2014, Pages 171-201

  Savor, Pavel ^a   Wilson, Mungo ^b  

^a TEMPLE UNIVERSITY   (United States)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Announcements; CAPM; Cross section of returns; Risk

Indexed keywords

EID: 84902341770     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2014.04.005     Document Type: Article

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