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Economic events, information structure, and the return-generating process
Damodaran, Aswath - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 4, pp. 423-434
Persistent link: https://www.econbiz.de/10001007360
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A simple measure of price adjustment coefficients
Damodaran, Aswath - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 387-400
Persistent link: https://www.econbiz.de/10001141536
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The impact of information structure on stock returns : the higher orders of return distributions contain significant information
Damodaran, Aswath - In: The journal of portfolio management : a publication of … 13 (1987) 3, pp. 53-58
Persistent link: https://www.econbiz.de/10001114283