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Another look at time-varying risk and return in a long-horizon contrarian strategy

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Author Info
Jones, Steven L.
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File URL: http://www.sciencedirect.com/science/article/B6VBX-45910BK-P/2/5a83441ecf07a9e2185b5363c7da8e3f
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 33 (1993)
Issue (Month): 1 (February)
Pages: 119-144
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Handle: RePEc:eee:jfinec:v:33:y:1993:i:1:p:119-144

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Kiseok Nam & Sei-Wan Kim & Augustine. Arize, 2006. "Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property," Review of Quantitative Finance and Accounting, Springer, vol. 26(2), pages 137-163, March. [Downloadable!] (restricted)
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