The stock market's reaction to unemployment news : why bad news is usually good for stocks door Boyd, John H.

Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks door Cho, Young-Hye

Differnces of opinion, rational arbitrage and market crashes door Hong, Harrison

Gradual incorporation of information into stock prices empirical strategies door Ellison, Sara Fisher

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News and the market door Klein, Frederick C.