Further Evidence on Mean Reversion in Index Basis Changes
Year of publication: |
2001
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Authors: | He, Yan ; Wu, Chunchi |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - Vol. 36.2001, 1, p. 95-124
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