Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence

Steven Huddart
Steven Huddart
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Smeal College of Business, Pennsylvania State University, University Park, Pennsylvania 16802
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,
Mark Lang
Mark Lang
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Kenan-Flagler Business School, University of North Carolina at Chapel Hill, Chapel Hill, North Carolina 27599
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,
Michelle H. Yetman
Michelle H. Yetman
[email protected]
Graduate School of Management, University of California at Davis, Davis, California 95616
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Steven Huddart

[email protected]

Smeal College of Business, Pennsylvania State University, University Park, Pennsylvania 16802

Search for more papers by this author

Mark Lang

[email protected]

Kenan-Flagler Business School, University of North Carolina at Chapel Hill, Chapel Hill, North Carolina 27599

Search for more papers by this author

Michelle H. Yetman

[email protected]

Graduate School of Management, University of California at Davis, Davis, California 95616

Search for more papers by this author

Published Online:18 Nov 2008https://doi.org/10.1287/mnsc.1080.0920

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mnsc.1080.0920-sm-ec.pdf (100 KB)

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Volume 55, Issue 1

January 2009

Pages iv-163

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Received:February 17, 2006
Published Online:November 18, 2008

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Steven Huddart, Mark Lang, Michelle H. Yetman, (2008) Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence. Management Science 55(1):16-31.

https://doi.org/10.1287/mnsc.1080.0920

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