Evidence of feedback trading with Markov switching regimes
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 30 (2008)
Issue (Month): 2 (February)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Feedback trading; Markov switching; Australia; G10;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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