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Asymmetric temporary and permanent stock-price innovations

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  • Shively, Philip A.

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  • Shively, Philip A., 2007. "Asymmetric temporary and permanent stock-price innovations," Journal of Empirical Finance, Elsevier, vol. 14(1), pages 120-130, January.
    • Handle: RePEc:eee:empfin:v:14:y:2007:i:1:p:120-130
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