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Durnev, Artyom, Randall Morck, B. Yeung and P. Zarowin, “Does Greater Firm-Specific Return Variation Mean More or Less Informed Stock Pricing ,” Journal of Accounting Research, Vol. 41, No. 5, 2003 , pp. 797-836. doi:10.1046/j.1475-679X.2003.00124.x

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