DELAYED REACTION TO GOOD NEWS AND THE CROSS-AUTOCORRELATION OF PORTFOLIO RETURNS

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MCQUEEN G.; PINEGAR M.; THORLEY S.

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCE Year:1996 | Volume:51 | Issue:3 Page(s): 889-919

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Information Journal Paper

Title

DELAYED REACTION TO GOOD NEWS AND THE CROSS-AUTOCORRELATION OF PORTFOLIO RETURNS

Author(s)

MCQUEEN G. | PINEGAR M. | THORLEY S. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

PROFITABILITY OF MOMENTUM AND CONTRARIAN STRATEGIES BASED ON TRADING VOLUME IN TEHRAN STOCK EXCHANGE: A COMPARISON OF EMERGING MARKET

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APA: Copy

MCQUEEN, G., PINEGAR, M., & THORLEY, S.. (1996). DELAYED REACTION TO GOOD NEWS AND THE CROSS-AUTOCORRELATION OF PORTFOLIO RETURNS. JOURNAL OF FINANCE, 51(3), 889-919. SID. https://sid.ir/paper/597039/en

Vancouver: Copy

MCQUEEN G., PINEGAR M., THORLEY S.. DELAYED REACTION TO GOOD NEWS AND THE CROSS-AUTOCORRELATION OF PORTFOLIO RETURNS. JOURNAL OF FINANCE[Internet]. 1996;51(3):889-919. Available from: https://sid.ir/paper/597039/en

IEEE: Copy

G. MCQUEEN, M. PINEGAR, and S. THORLEY, “DELAYED REACTION TO GOOD NEWS AND THE CROSS-AUTOCORRELATION OF PORTFOLIO RETURNS,” JOURNAL OF FINANCE, vol. 51, no. 3, pp. 889–919, 1996, [Online]. Available: https://sid.ir/paper/597039/en

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