News and Non-news Returns in Stocks

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Academic paper

News Momentum

AuthorsHao Jiang; Sophia Zhengzi Li; Hao Wang

Institute
  • Michigan State University
  • Rutgers, The State University of New Jersey
  • Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
  • Quantitative BioSciences
  • Prime Quantitative Research

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