Gradual incorporation of information into stock prices
Subtitle: empirical strategies
By: Sara Fisher Ellison, Wallace P. Mullin.
Contributors: Mullin, Wallace P.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6218; Working paper series (National Bureau of Economic Research) -- working paper no. 6218.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 24
Subjects: Stocks -- Prices -- United States -- Econometric models.; Pharmaceutical industry -- United States -- Econometric models.; Information theory in economics.
Notes: "October 1997."

JEL no. G1, G14, C1, L00.

Includes bibliographical references (p. 23-24).

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Electronic version available via the Internet at the NBER World Wide Web site.