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Return autocorrelation and institutional investors

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  • Sias, Richard W.
  • Starks, Laura T.

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  • Sias, Richard W. & Starks, Laura T., 1997. "Return autocorrelation and institutional investors," Journal of Financial Economics, Elsevier, vol. 46(1), pages 103-131, October.
    • Handle: RePEc:eee:jfinec:v:46:y:1997:i:1:p:103-131
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