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Assessment of Speed of Stock Price Adjustment to Information and Its Implication on Commonality and Asset Pricing

Assessment of Speed of Stock Price Adjustment to Information and Its Implication on Commonality and Asset Pricing

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Author: Adnan Ahmed Siddiqui
Supervisor: Prof. Arun Kumar Misra
Vinod Gupta School of Management
Indian Institute of Technology Kharagpur, India
April, 2022