Industry Information Diffusion and the Lead-lag Effect in...

Review of Financial Studies 2007 / 07 Vol. 20; Iss. 4

Industry Information Diffusion and the Lead-lag Effect in Stock Returns

Hou, Kewei
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Volume:
20
Language:
english
Journal:
Review of Financial Studies
DOI:
10.1093/revfin/hhm003
Date:
July, 2007
File:
PDF, 206 KB
english, 2007
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