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Predictability of short-horizon returns in international equity markets

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  • Patro, Dilip K.
  • Wu, Yangru

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  • Patro, Dilip K. & Wu, Yangru, 2004. "Predictability of short-horizon returns in international equity markets," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 553-584, September.
    • Handle: RePEc:eee:empfin:v:11:y:2004:i:4:p:553-584
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