American Finance Association Momentum and Reversals in Equity-Index Returns during Periods of Abnormal Turnover and Return Dispersion Author(s): Robert Connolly and Chris Stivers Source: The Journal of Finance, Vol. 58, No. 4 (Aug., 2003), pp. 1521-1555 Published by: Wiley for the American Finance Association Stable URL: http://www.jstor.org/stable/3648220 . Accessed: 15/11/2013 15:06 Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at . http://www.jstor.org/page/info/about/policies/terms.jsp . JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. . Wiley and American Finance Ass ociation are collaborating with JSTOR to digitize, preserve and extend access to The Journal of Finance. http://www.jstor.org
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8/13/2019 Momentum and Reversals in Equity Index Returns During 2003
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