求助文献 price momentum

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Short-Term Stock Price Momentum, Long-Term Stock Price Reversal and the Effect of Information Uncertainty作者:Saleh, Walid; Al Sabbagh, Orouba作者单位:Arab Open U, Jordan Branch; Arab Open U, Jordan Branch来源:International Journal of Accounting and Finance, 2010, v. 2, iss. 1, pp. 1-48出版日期:2010

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关键词：Momentum moment Price 求助文献 omen Risk Price information Momentum 求助文献

自己先顶了

没有人有吗?

如果你能有链接的话，我可以帮你试试
3# 小丑鱼cdp

4# hhjc http://web.ebscohost.com/ehost/detail?hid=9&sid=28fda3a5-c813-480a-8949-047226a68f45%40sessionmgr11&vid=1&bdata=Jmxhbmc9emgtY24mc2l0ZT1laG9zdC1saXZl这样可以吗？

小丑鱼cdp 发表于 2011-2-23 09:44
4# hhjc http://web.ebscohost.com/ehost/detail?hid=9&sid=28fda3a5-c813-480a-8949-047226a68f45%40sessionmgr11&vid=1&bdata=Jmxhbmc9emgtY24mc2l0ZT1laG9zdC1saXZl这样可以吗？

没有权限
Zhang (2006) investigated the role of information uncertainty in short-term capital assets pricing model (CAPM) anomalies and cross-sectional variation in stock returns. He provided evidence suggesting that "investors tend to underreact more to new information when there is more ambiguity with respect to its implications for firm value". Saleh (2007a) explored the overreaction hypothesis using data from the Amman Stock Exchange (ASE). In particular, he aimed to investigate the sensitivity of defining the duration of the formation period. He provided evidence of stock return continuation in the short and medium terms and stock return reversal in the long term. This paper aims to extend the paper of Saleh (2007a) by addressing whether the winner-loser anomaly can be explained by differences in information uncertainty. The paper concludes that controlling for information uncertainty mitigates the winner-loser effect especially for high-uncertainty stocks when cumulative excess returns are calculated over the short and medium terms. Furthermore, the paper concludes that information uncertainty has no significant effect on the winner-loser anomaly when cumulative excess returns are calculated over the long term. However, the paper shows that the long-term reversal is significant under the up-market conditions for the oldest firms, but not for the youngest firms.

6# Henryzhu 谢谢你呀，这篇文章是不是没有的下载？

小丑鱼cdp 发表于 2011-2-23 14:49
6# Henryzhu 谢谢你呀，这篇文章是不是没有的下载？

有下载，但我这里下不到。

哦，我在我们学校的图书馆里面好像也不能下载。知道有没有什么其他的办法吗？