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Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies
Hogan, Steve, Jarrow, Robert A., Teo, Melvyn, Warachka, MitchYear:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.386440
File:
PDF, 835 KB
english, 2003