Does long-term disequilibrium in stock price predict future returns?
Year of publication: |
2013
|
---|---|
Authors: | Hur, Jungshik ; Singh, Vivek |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 41.2013, 4, p. 753-767
|
Publisher: |
Springer |
Subject: | Stock returns | Cointegration | Market efficiency |
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