Open AccessSlow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets
Author(s) -
Zhuo Chen,
Andrea Lu
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2339711
Subject(s) - momentum (technical analysis) , financial economics , diffusion , economics , momentum diffusion , econometrics , monetary economics , business , geography , physics , meteorology , turbulence , thermodynamics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom