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The Effect Of Payment Delays On Stock Prices

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  • Ramon P. DeGennaro

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  • Ramon P. DeGennaro, 1990. "The Effect Of Payment Delays On Stock Prices," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(2), pages 133-145, June.
    • Handle: RePEc:bla:jfnres:v:13:y:1990:i:2:p:133-145
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1990.tb00543.x
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    References listed on IDEAS

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    1. Lakonishok, Josef & Levi, Maurice, 1982. "Weekend Effects on Stock Returns: A Note," Journal of Finance, American Finance Association, vol. 37(3), pages 883-889, June.
    2. Keim, Donald B & Stambaugh, Robert F, 1984. "A Further Investigation of the Weekend Effect in Stock Returns," Journal of Finance, American Finance Association, vol. 39(3), pages 819-835, July.
    3. Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
    4. Lakonishok, Josef & Levi, Maurice, 1985. "Weekend Effects on Stock Returns: A Reply," Journal of Finance, American Finance Association, vol. 40(1), pages 351-352, March.
    5. Gibbons, Michael R & Hess, Patrick, 1981. "Day of the Week Effects and Asset Returns," The Journal of Business, University of Chicago Press, vol. 54(4), pages 579-596, October.
    6. French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.
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    Cited by:

    1. Pardy, Robert, 1992. "Regulatory and institutional impacts of securities market computerization," Policy Research Working Paper Series 866, The World Bank.

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