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On the robustness of cointegration tests when assessing market efficiency

✍ Scribed by Neil Kellard

Book ID: 116494741
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 109 KB
Volume: 3
Category: Article
ISSN: 1544-6123
DOI: 10.1016/j.frl.2005.10.001

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