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Horizon Effects in Average Returns: The Role of Slow Information Diffusion
Boguth, Oliver, Carlson, Murray, Fisher, Adlai, Simutin, MikhailVolume:
29
Language:
english
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/hhw024
Date:
August, 2016
File:
PDF, 665 KB
english, 2016