Slow Di ffusion of Information and Price Momentum in Stocks: Evidence from Options Markets
Author(s) -
Zhuo Chen,
Andrea Lu
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2311756
Subject(s) - financial economics , economics , momentum (technical analysis) , business , monetary economics
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