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Information Uncertainty and the Reaction of Stock Prices to News · Study

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PreprintInformation Uncertainty and the Reaction of Stock Prices to News

Paolo Angelini2010

OA

Preprintgreen2010

Information Uncertainty and the Reaction of Stock Prices to News

Paolo Angelini · Giovanni Guazzarotti

27 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1997On Persistence in Mutual Fund Performance 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1996Multifactor Explanations of Asset Pricing Anomalies 1985Using daily stock returns 2012The Econometrics of Financial Markets 1998Investor Psychology and Security Market Under‐ and Overreactions n.d.A model of investor sentiment /1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

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Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations27

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1699627

openalex_workW1533989888

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