Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading
| Year of publication: |
2013
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|---|---|
| Authors: | Levy, Ariel ; Lieberman, Offer |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 5, p. 1412-1421
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