Jacob Thomas, Frank Zhang, Wei Zhu. Dark Trading and Post-Earnings-Announcement Drift. Management Science, 67(12):7785-7811, 2021. [doi]
@article{ThomasZZ21, title = {Dark Trading and Post-Earnings-Announcement Drift}, author = {Jacob Thomas and Frank Zhang and Wei Zhu}, year = {2021}, doi = {10.1287/mnsc.2020.3828}, url = {https://doi.org/10.1287/mnsc.2020.3828}, researchr = {https://researchr.org/publication/ThomasZZ21}, cites = {0}, citedby = {0}, journal = {Management Science}, volume = {67}, number = {12}, pages = {7785-7811}, }