Information content and other characteristics of the daily cross-sectional dispersion in stock returns
| Year of publication: |
2006
|
|---|---|
| Authors: | Connolly, Robert ; Stivers, Chris |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 13.2006, 1, p. 79-112
|
| Publisher: |
Elsevier |