Work

Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns

Year: 1996

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1996.tb02711.x

Authors: GRANT MCQUEEN, MICHAEL PINEGAR, STEVEN THORLEY

Institutions: Brigham Young University, University of Colorado Boulder, University of Utah

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1963881500

FWCI: 10.91

Cites: 50

Cited by: 262

Related to: 10