Stock index autocorrelation and cross-autocorrelations of size-sorted portfolios in the Japanese market
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Stock index autocorrelation and cross-autocorrelations of size-sorted portfolios in the Japanese market
(Discussion paper series / Institute of Economic Research, Hitotsubashi University, A ; no. 448)
Institute of Economic Research, Hitotsubashi University, 2004
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"January 2004"
Bibliography: p. 16-17