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Why do value stocks earn higher returns than growth stocks, and vice versa?
Oertmann, Peter, (2000)
Market time and asset price movements : theory and estimation
Ghysels, Eric, (1995)
Modelling share price behaviour across time
Thompson, Spencer, (1999)
Crisis dynamics of implied default recovery ratios : evidence from Russia and Argentina
Merrick, John J., (2001)
Pascal spreading of short-term interest rate contracts
Merrick, John J., (2000)
Merrick, John J., (1999)