Do stock price reactions to public information reflect its long-run effect on the firms’ fundamental value? the case of an emerging market

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Bibliographische Detailangaben
Veröffentlicht in:Global economic review
1. Verfasser: Ahn, Hyeonmi (VerfasserIn)
Weitere Verfasser: Kim, Doyeon (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: June 2018
Schlagworte:
Stock price reactions > event study > post-event performances > market efficiency > Aufsatz in Zeitschrift
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