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Another look at long memory in common stock returns

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  • Hiemstra, Craig
  • Jones, Jonathan D.

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  • Hiemstra, Craig & Jones, Jonathan D., 1997. "Another look at long memory in common stock returns," Journal of Empirical Finance, Elsevier, vol. 4(4), pages 373-401, December.
  • Handle: RePEc:eee:empfin:v:4:y:1997:i:4:p:373-401
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