Short-Horizon Return Reversals and the Bid-Ask Spread

B-Tier
Journal: Journal of Financial Intermediation
Year: 1995
Volume: 4
Issue: 2
Pages: 116-132

Authors (2)

Jegadeesh N. (not in RePEc) Titman S. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:jfinin:v:4:y:1995:i:2:p:116-132
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29