Asset pricing: A tale of two days

Pavel Savor; Mungo Wilson

doi:10.1016/j.jfineco.2014.04.005

Asset pricing: A tale of two days

Pavel Savor
, Mungo Wilson

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	171-201
Number of pages	31
Journal	Journal of Financial Economics
Volume	113
Issue number	2
DOIs	https://doi.org/10.1016/j.jfineco.2014.04.005
State	Published - Aug 2014
Externally published	Yes

ASJC Scopus Subject Areas

Accounting
Finance
Economics and Econometrics
Strategy and Management

Keywords

Announcements
CAPM
Cross-section of returns
Risk

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10.1016/j.jfineco.2014.04.005

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title = "Asset pricing: A tale of two days",

keywords = "Announcements, CAPM, Cross-section of returns, Risk",

author = "Pavel Savor and Mungo Wilson",

year = "2014",

month = aug,

doi = "10.1016/j.jfineco.2014.04.005",

language = "English",

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pages = "171--201",

journal = "Journal of Financial Economics",

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TY - JOUR

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T2 - A tale of two days

AU - Savor, Pavel

AU - Wilson, Mungo

PY - 2014/8

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KW - Announcements

KW - CAPM

KW - Cross-section of returns

KW - Risk

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DO - 10.1016/j.jfineco.2014.04.005

M3 - Article

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VL - 113

SP - 171

EP - 201

JO - Journal of Financial Economics

JF - Journal of Financial Economics

IS - 2

ER -

Asset pricing: A tale of two days

ASJC Scopus Subject Areas

Keywords

Access to Document

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