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Momentum and mean reversion across national equity markets

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  • Balvers, Ronald J.
  • Wu, Yangru

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  • Balvers, Ronald J. & Wu, Yangru, 2006. "Momentum and mean reversion across national equity markets," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 24-48, January.
    • Handle: RePEc:eee:empfin:v:13:y:2006:i:1:p:24-48
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