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Secular Mean Reversion And Long-Run Predictability Of The Stock Market

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  • Valeriy Zakamulin

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  • Valeriy Zakamulin, 2017. "Secular Mean Reversion And Long-Run Predictability Of The Stock Market," Bulletin of Economic Research, Wiley Blackwell, vol. 69(4), pages 66-93, October.
    • Handle: RePEc:bla:buecrs:v:69:y:2017:i:4:p:e66-e93
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    File URL: http://hdl.handle.net/10.1111/boer.2017.69.issue-4
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    Cited by:

    1. Giner, Javier & Zakamulin, Valeriy, 2023. "A regime-switching model of stock returns with momentum and mean reversion," Economic Modelling, Elsevier, vol. 122(C).

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