Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements
Year of publication: |
2007-07
|
---|---|
Authors: | Campbell, John Y ; Ramadorai, Tarun ; Schwartz, Allie |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | earnings announcements | institutions | liquidity | post-earnings-announcement-drift | trading |
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