Jumps in cross-sectional rank and expected returns: a...

Jumps in cross-sectional rank and expected returns: a mixture model

Gloria González-Rivera, Tae-Hwy Lee, Santosh Mishra
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Volume:
23
Year:
2008
Language:
english
Pages:
22
DOI:
10.1002/jae.1015
File:
PDF, 228 KB
english, 2008
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