Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property
Year of publication: |
2006
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Authors: | Nam, Kiseok ; Kim, Sei-Wan ; Arize, Augustine C. |
Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 26.2006, 2, p. 137-164
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