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Persistent link: https://www.econbiz.de/10005152461
Chordia, Roll and Subrahmanyam (2005, CRS) estimate the speed of convergence to market efficiency based on short-horizon return predictability of the 150 largest NYSE firms. We extend CRS to a broad panel of NYSE stocks and are the first to examine the relation between electronic communication...
Persistent link: https://www.econbiz.de/10010594256