Index membership and predictability of stock returns: The case of the Nikkei 225
Year of publication: |
2009
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Authors: | Liu, Shinhua |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 13434202. - Vol. 17.2009, 3, p. 338-351
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