Zhao Chen

Independent

SCHOLARLY PAPERS

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Scholarly Papers (1)

Large Price Changes and Subsequent Returns

Journal of Investment Management (JOIM), Third Quarter 2014
Posted: 16 Nov 2014
Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University, DePaul University - Kellstadt Graduate School of Business and Independent

Abstract:

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Large price changes, analyst revisions, earnings forecasts, target price, abnormal returns, momentum, reversals