Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns
Atilgan, Yigit, Bali, Turan G., Demirtas, K. Ozgur, Gunaydin, A. DorukLanguage:
english
Journal:
Journal of Financial Economics
DOI:
10.1016/j.jfineco.2019.07.006
Date:
July, 2019
File:
PDF, 3.30 MB
english, 2019