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A unified theory of underreaction, momentum trading and overreaction in asset markets

By: Hong, Harrison.
Contributor(s): Stein, Jeremy C.
Material type: materialTypeLabelBookPublisher: Cambridge, Mass. : National Bureau of Economic Research, 1997Description: 48.Call No.: HF5681 .A8 H663U Subject(s): ASSETS -- PRICES -- FORECASTING -- ECONOMETRIC MODELS | STOCK-EXCHANGE -- ECONOMETRIC MODELS | ARBITRAGE -- ECONOMETRIC MODELS | ECONOMICS -- RESEARCH
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