1. Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns by Yigit Atilgan (Sabanci University) and Turan G. Bali (Georgetown University – Robert Emmett McDonough School of Business) and K. Ozgur Demirtas (Sabanci University Graduate School of Management) and A. Doruk Gunaydin (Sabanci University)
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