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Stock market anomalies: A re-assessment based on the UK evidence

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Levis, Mario
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File URL: http://www.sciencedirect.com/science/article/B6VCY-46R0F48-C/2/611da7d985d103945048fb9cd19e137f
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 13 (1989)
Issue (Month): 4-5 (September)
Pages: 675-696
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Handle: RePEc:eee:jbfina:v:13:y:1989:i:4-5:p:675-696

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  1. C. V. Helliar, R. Michaelson, D. M. Power, C. D. Sinclair, 2000. "Using a portfolio management game (Finesse) to teach finance," Accounting Education, Taylor and Francis Journals, vol. 9(1), pages 37-51, March. [Downloadable!] (restricted)
  2. Antje Henne & Sebastian Ostrowski & Peter Reichling, 2007. "Dividend Yield and Stability versus Performance at the German Stock Market," FEMM Working Papers 07017, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management. [Downloadable!]
  3. Peter Hansen & Asger Lunde, 2003. "Testing the Significance of Calendar Effects," Working Papers 2003-03, Brown University, Department of Economics. [Downloadable!]
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  4. Teppo Martikainen, 1991. "The impact of infrequent trading on betas based on daily, weekly and monthly return intervals : empirical evidence with Finnish data," Finnish Economic Papers, Finnish Economic Association, vol. 4(1), pages 52-64, Spring. [Downloadable!]
  5. Oded Galor & Omer Moav & Dietrich Vollrath, 2004. "Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence," Working Papers 2003-04, Brown University, Department of Economics. [Downloadable!]
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