SEOUL NATIONAL UNIVERSITY · CENTER FOR LAW & ECONOMICS
Center for Law & Economics, Seoul National UniversityCENTER FOR LAW & ECONOMICS
ECONOMICS · RESEARCH & IDEAS

Economics Research News

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Archived records222
Publication date span2026 — 2026.10.04
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Global

DP21967 Asymmetric Reversals

Short-term return reversal is one of the most robust asset-pricing anomalies, and is commonly linked to liquidity provision. We decompose individual firm stock returns

MacroeconomicsWorking paper
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