Slow diffusion of information and price momentum in stocks: Evidence from options markets Journal Articles Refereed uri icon

Overview

Published in

  • Journal of Banking & Finance

Time

Date/time value

  • 2017

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.jbankfin.2016.11.010

Additional Document Info

Parent Title

  • JOURNAL OF BANKING & FINANCE

Volume

  • 75

Publisher

  • Elsevier Science