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To lag or not to lag? How to compare indices of stock markets that operate at different times

  • Sandoval, Leonidas Junior
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    File URL: http://www.insper.edu.br/wp-content/uploads/2013/08/2013_wpe319.pdf
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    Paper provided by Insper Working Paper, Insper Instituto de Ensino e Pesquisa in its series Insper Working Papers with number wpe_319.

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    Date of creation: Oct 2013
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    Handle: RePEc:ibm:ibmecp:wpe_319
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