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Bhar, Ramaprasad; Hamori, Shigeyuki - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 141-156

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Hall, Robert Ernest - In: Journal of political economy 117 (2009) 2, pp. 281-323

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Toyoshima, Yuki; Hamori, Shigeyuki - In: Applied financial economics 22 (2012) 10/12, pp. 849-862

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