Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software
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- Fernandes, Marcelo & Mergulhão, João, 2016.
"Anticipatory effects in the FTSE 100 index revisions,"
Journal of Empirical Finance,
Elsevier, vol. 37(C), pages 79-90.
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- Marcelo Fernandes & João Mergulhão, 2015. "Anticipatory Effects in the FTSE 100 Index Revisions," Working Papers 773, Queen Mary University of London, School of Economics and Finance.
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- Turtle, H.J. & Zhang, Chengping, 2012. "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 334-348.
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