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U.S. Equity Mean-Reversion Examined
Liew, Jim
;
Roberts, Ryan
- In:
Risks
1
(
2013
)
3
,
pp. 162-175
In this paper we introduce an intra-sector
dynamic
trading
strategy
that captures mean-reversion opportunities across …
Persistent link: https://www.econbiz.de/10011030548
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