Short-term residual reversal
Year of publication: |
2013
|
---|---|
Authors: | Blitz, David ; Huij, Joop ; Lansdorp, Simon ; Verbeek, Marno |
Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 16.2013, 3, p. 477-504
|
Publisher: |
Elsevier |
Subject: | Short-term reversal | Dynamic risks | Residual returns | Trading costs | Market efficiency |
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