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Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk

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  • Sadka, Ronnie

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  • Sadka, Ronnie, 2006. "Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk," Journal of Financial Economics, Elsevier, vol. 80(2), pages 309-349, May.
    • Handle: RePEc:eee:jfinec:v:80:y:2006:i:2:p:309-349
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