Stock Price Reaction to News and No-News: Drift and Reversal After Headlines (2002)

by Wesley S. Chan
Venue:MIT SLOAN SCHOOL OF MANAGEMENT, WORKING PAPER
Citations:79 - 0 self

Active Bibliography

Stock price reaction to news and . . . – Wesley S. Chan - 2001
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412 Market Efficiency, Long-Term Returns, and Behavioral Finance – Eugene F. Fama - 1998
Evidence from Earnings Announcementsāˆ— – Joseph Engelberg - 2008
309 A unified theory of underreaction, momentum trading and overreaction in asset markets – Harrison Hong, Jeremy C. Stein - 1999