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Fast and Slow Arbitrageurs: Implications for Return Predictability
SSRN Electronic Journal
◽
10.2139/ssrn.4004609
◽
2022
◽
Author(s):
Zhongjin Lu
◽
Steven G. Malliaris
◽
Zhongling Qin
Keyword(s):
Return Predictability
Download Full-text
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SSRN Electronic Journal
◽
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◽
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Mutual Fund Return Predictability in Partially Segmented Markets
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◽
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Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability
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What Drives Market Return Predictability?
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Real Assets Investor Sentiment and International Stock Return Predictability
SSRN Electronic Journal
◽
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◽
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Nikos C. Papapostolou
◽
Panos K. Pouliasis
◽
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◽
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◽
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◽
Stock Return Predictability
◽
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Monetary Policy, Volatility Risk, and Return Predictability
SSRN Electronic Journal
◽
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◽
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◽
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◽
Francisco Palomino
◽
Charles Qian
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Monetary Policy
◽
Return Predictability
◽
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◽
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