Asymmetric Reaction to Information and Serial Dependence of Short-run Returns
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- Cristini, Annalisa & Origo, Federica & Pinoli, Sara, 2017.
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More about this item
Keywordsefficient market hypothesis; cross-serial autocorrelation; emerging markets;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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