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Sweet Crude Oil Prices
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Ron Alquist University of Michigan Lutz Kilian* University of Michigan and CEPR
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The Reaction of Security Prices to Tracking Stock Announcements
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Tags: stock price,
stock prices,
earnings announcement,
abnormal returns,
stock returns,
the stock market,
the firm,
share prices,
market efficiency,
journal of financial economics,
journal of finance,
target firms,
discount rates,
market reaction,
earnings surprise
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