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News-Driven Return Reversals: Liquidity Provision Ahead of Earnings Announcements.

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10.1016/j.jfineco.2014.06.009
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News-Driven Return Reversals: Liquidity Provision Ahead of Earnings Announcements." So, Eric and S. Wang. Journal of Financial Economics Vol. 114, No. 1 (2014): 20-35.
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