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Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon

Kiseok Nam, Chong Soo Pyun and Sei-Wan Kim

Journal of International Financial Markets, Institutions and Money, 2003, vol. 13, issue 5, 481-502

Date: 2003
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Citations: View citations in EconPapers (14)

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Journal of International Financial Markets, Institutions and Money is currently edited by I. Mathur and C. J. Neely

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