Information Journal Paper
APA:
CopySADKA, R.. (2006). MOMENTUM AND POST-EARNINGS-ANNOUNCEMENT DRIFT ANOMALIES: THE ROLE OF LIQUIDITY RISK. JOURNAL OF FINANCIAL ECONOMICS, 80(2), 144-152. SID. https://sid.ir/paper/656489/en
Vancouver:
CopySADKA R.. MOMENTUM AND POST-EARNINGS-ANNOUNCEMENT DRIFT ANOMALIES: THE ROLE OF LIQUIDITY RISK. JOURNAL OF FINANCIAL ECONOMICS[Internet]. 2006;80(2):144-152. Available from: https://sid.ir/paper/656489/en
IEEE:
CopyR. SADKA, “MOMENTUM AND POST-EARNINGS-ANNOUNCEMENT DRIFT ANOMALIES: THE ROLE OF LIQUIDITY RISK,” JOURNAL OF FINANCIAL ECONOMICS, vol. 80, no. 2, pp. 144–152, 2006, [Online]. Available: https://sid.ir/paper/656489/en