Jaffe, Jeffrey F. (contributor); Pedersen, David (contributor) - 2008
Pennsylvania, David Pedersen is
with the LeBow College of Business, Drexel University, and Torben Voetmann is with
Cornerstone … release. If the source is
a periodical, the precipitating announcement could have occurred either before or during
business … hours of the previous day, resulting in price movement on day -1, or after business
hours of the previous day, resulting in …