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Equity-style timing: a multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes
Arshanapalli, Bala Gangadhar, (2007)
The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors
Arshanapalli, Bala Gangadhar, (2010)
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar, (2006)