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The DNA of security return

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  • Changho Han

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  • Changho Han, 2015. "The DNA of security return," Quantitative Finance, Taylor & Francis Journals, vol. 15(1), pages 1-17, January.
    • Handle: RePEc:taf:quantf:v:15:y:2015:i:1:p:1-17
    DOI: 10.1080/14697688.2014.920100
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    References listed on IDEAS

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    1. Brooks,Chris, 2008. "RATS Handbook to Accompany Introductory Econometrics for Finance," Cambridge Books, Cambridge University Press, number 9780521896955, September.
    2. Connor, Gregory & Korajczyk, Robert A, 1993. "A Test for the Number of Factors in an Approximate Factor Model," Journal of Finance, American Finance Association, vol. 48(4), pages 1263-1291, September.
    3. repec:bla:jfinan:v:44:y:1989:i:5:p:1247-62 is not listed on IDEAS
    4. Gerlow, Mary E. & Irwin, Scott H. & Liu, Te-Ru, 1993. "Economic evaluation of commodity price forecasting models," International Journal of Forecasting, Elsevier, vol. 9(3), pages 387-397, November.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Akturk, M. Serkan & Ketzenberg, Michael & Yıldız, Barış, 2021. "Managing consumer returns with technology-enabled countermeasures," Omega, Elsevier, vol. 102(C).

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