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Asymmetric temporary and permanent stock-price innovations

  • Shively, Philip A.
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    Article provided by Elsevier in its journal Journal of Empirical Finance.

    Volume (Year): 14 (2007)
    Issue (Month): 1 (January)
    Pages: 120-130

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    Handle: RePEc:eee:empfin:v:14:y:2007:i:1:p:120-130
    Contact details of provider: Web page: http://www.elsevier.com/locate/jempfin

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