Timing the market: The economic value of price extremes
Year of publication: |
2018
|
---|---|
Authors: | Xie, Haibin ; Wang, Shouyang |
Published in: |
Financial Innovation. - Heidelberg : Springer, ISSN 2199-4730. - Vol. 4.2018, 1, p. 1-24
|
Publisher: |
Heidelberg : Springer |
Subject: | Price extremes | Return decomposition | Asymmetry | Return predictability |
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