Ronnie Moskowitz Washington Market School

Liquidity And The Post-Earnings-Announcement Drift
Conflict with semi-strong form market efficiency. This paper documents that the post-earnings-announcement drift occurs mainly in the highly illiquid stocks. A email: gs2235@Columbia.edu; Ronnie is from the University of Washington Business School, email: rsadka@u.washington.edu; ... Access Full Source

Seasonality In The Cross-Section Of Stock Returns
Steven L. Heston and Ronnie Sadka Sadka is from University of Washington Business School, Seattle, WA 98195-3200. strategy used by Jegadeesh and Titman (1993, 2001) and Moskowitz and Grinblatt (1999) classify winners and losers based on their January ... Visit Document

Www.calhoun.org
Ronnie Moskowitz, The Washington Market School Nicole Nash, Hannah Senesh Community Day School Eve Nealy, Westbury Friends School Marsha K. Nelson, The Cathedral School of St. John the Divine Scott Nelson, Rye Country Day School Douglas North, Albany Academies ... Access This Document

Permit Statistical Report - New York City
Washington avenue 2086839 2870 dr kazimiroff blvd 2049411 tanjawi market mohamed tamimi 25-17 steinway st ronnie moskowitz gateway demolition corp housing preservation & developme 3075083 1285 ... Return Doc

An Open Letter To The President And Our Nation’s Policy Leaders
Bob Riddle Crossroads School for Arts & Sciences (CA) Ellen C. Stein The Dalton School (NY) Gerri Chizeck The Day School at Baltimore Hebrew (MD) Ronnie Moskowitz The Washington Market School (NY) Carrie Catapano West End Day School (NY) ... Access Document

Parents League Of New York Review 2013
102 Kindergarten admissions admissions Kindergarten Admissions: From Our Side of the Desk BABBy KrentS, Director of Admissions The Dalton School rOnnie MOSKOwitz, Head The Washington Market School JeAn rOSenBerg, Director Chelsea Day School ... Fetch This Document

Intraday Momentum: The First Half-Hour Return Predicts The ...
Intraday Momentum: The First Half-Hour Olin School of Business, Washington University, St. Louis, MO 63130; e-mail: zhou@wustl.edu, phone: (314)935-6384. the first half-hour return on the market predicts the last half-hourreturn. ... Retrieve Document

Momentum And Post-Earnings-Announcement Drift Anomalies: The ...
Momentum and Post-Earnings-Announcement Drift Anomalies: The Role of Liquidity Risk ∗ Ronnie Sadka University of Washington Business School, Seattle, WA 98195-3200, e-mail: rsadka@u.washington.edu. Introduction ... Read Here

COMMUNfIY BOARD No. 1 - New York City
COMMUNfIY BOARD No. 1 CI1Y OF NEWYORK Mnm'ES Of. :wE The meeting was called to order by Chairperson, Anne CcIIp)Ccia. puhljc Rearjng§: 1. 459-463 Washington street rashington r»1arket School (BSA application pending) to allow relocation of the school to 55 Hudson ... View Doc

Market Intraday Momentum - SSRN
Market Intraday Momentum Abstract Based on high frequency data of the S&P 500 ETF from 1993–2013, we document an intraday momentum pattern: the first half-hour return on the market since the ... Get Document

Horizon Pricing - Babson College
Horizon Pricing AVRAHAM KAMARA, ROBERT A. KORAJCZYK, XIAOXIA LOU and RONNIE SADKA Kamara: Foster School of Business, University of Washington, Seattle, WA 98195-3226; email: kamara@uw.edu. Moskowitz (2005) ... Access This Document

Liquidity And The Post-Earnings-Announcement Drift
Conflict with semi-strong form market efficiency. Ronnie is from the University of Washington Business School, email: rsadka@u.washington.edu; and Shivakumar is from the London Business School, email: Lshivaku- Moskowitz (2005) ... Content Retrieval

Intraday Momentum: The First Half-Hour Return Predicts The ...
Intraday Momentum: The First Half-Hour Correspondence: Guofu Zhou, Olin School of Business, Washington University, St. Louis, MO 63130; e-mail: zhou@wustl.edu, phone: 314-935-6384. half-hour return on the market predicts the last half-hour return on the market. The ... Retrieve Full Source

Horizon Pricing - Alliance Manchester Business School
Horizon Pricing Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou, Foster School of Business, University of Washington, Seattle, WA 98195-3226; –rms. For example, Hou and Moskowitz (2005) report that delays in information processing ... Fetch Full Source

Common Patterns Of Predictability In The Cross-Section Of ...
Common Patterns of Predictability in the Sadka is from University of Washington Business School, Seattle, WA 98195-3200. We thank Andrea Frazzini, Andrew Karolyi, Toby Moskowitz, and Christopher Polk for helpful comments. Common Patterns of Predictability in the ... Read Content

TamingMomentumCrashes: A SimpleStop-LossStrategy
TamingMomentumCrashes: A SimpleStop-LossStrategy YufengHan Correspondence: Guofu Zhou, Olin School of Business, Washington University, St. Louis, MO 63130; e-mail: zhou@wustl.edu, non-stop traders and show that the market price differs from the price in the case of ... Read More