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Size-sorted portfolios and the violation of the random walk hypothesis: additional empirical evidence and implication for tests of asset pricing models

Author: Hillion, Pierre INSEAD Area: Finance Series: Working Paper ; 88/56 Publisher: Fontainebleau : INSEAD, 1988.Language: EnglishDescription: 26 p.Type of document: INSEAD Working Paper Online Access: Click here Abstract: Abstract not available
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INSEAD Working Paper Digital Library
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