The Momentum and Mean Reversion of Nikkei Index Futures: A Markov Chain Analysis
In: Advances In Quantitative Analysis Of Finance And Accounting
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KeywordsHedging Strategies; Expense Mismatching; Stock Split; Trading Volume; Portfolio Optimization; Intraday Patterns; Earnings Management; International Winner-Loser Effect;
All these keywords.
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
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