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~isPartOf:"The journal of financial research"
~subject:"Announcement effect"
~subject:"Portfolio-Management"
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Are pairs trading profits robust to trading costs?
Do, Binh
;
Faff, Robert W.
- In:
The journal of financial research
35
(
2012
)
2
,
pp. 261-287
Persistent link: https://www.econbiz.de/10009575914
Saved in:
2
Exploring the link between information quality and systematic risk
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
The journal of financial research
30
(
2007
)
3
,
pp. 335-353
Persistent link: https://www.econbiz.de/10003536973
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