The authors acknowledge helpful comments received from an associate editor, an anonymous referee, and Werner DeBondt, Richard DeFusco, Sanjay Deshmukh, Art Durnev, Keith Gamble, Jon Garfinkel, John Geppert, Wei Li, Jeff Madura, Amrita Nain, Manferd Peterson, Yiming Qian, Ashish Tiwari, Emre Unlu, Anand Vijh, Tong Yao, and Tom Zorn. In addition, the paper benefited from comments received from seminar participants at the University of Iowa, DePaul University, the University of Nebraska–Lincoln, Northern Illinois University, and at the meetings of the 2012 Financial Management Association (Atlanta, GA). All errors and omissions are our own.
THE MONETARY ENVIRONMENT AND LONG-RUN REVERSALS IN STOCK RETURNS
Version of Record online: 13 MAR 2014
© 2014 The Southern Finance Association and the Southwestern Finance Association
Journal of Financial Research
Volume 37, Issue 1, pages 3–26, Spring 2014
How to Cite
Garcia-Feijoo, L. and Jensen, G. R. (2014), THE MONETARY ENVIRONMENT AND LONG-RUN REVERSALS IN STOCK RETURNS. Journal of Financial Research, 37: 3–26. doi: 10.1111/jfir.12026
- Issue online: 13 MAR 2014
- Version of Record online: 13 MAR 2014
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