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Pervasive underreaction: Evidence from high-frequency data
Hao Jiang (Michigan State University), Sophia Zhengzi Li (Rutgers, The State University of New Jersey), Hao Wang
Journal of Financial Economics
DOI: 10.2139/ssrn.2679614 (Economics, Econometrics and Finance)
License: not stated (all rights reserved)
Published on 08 Apr. 2021