مرکز منطقه ای اطلاع رساني علوم و فناوري - Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk

Title of article :

Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk

Author/Authors :

Ronnie Sadka، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

309

To page :

349

Keywords :

Liquidity risk , Transaction costs , Price impact , Momentum trading , Post-earningsannouncementdrift , Asset pricing

Journal title :

Journal of Financial Economics

Serial Year :

2006

Journal title :

Journal of Financial Economics

Record number :

257827

Link To Document :