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
41
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