Gomes, Francisco J. (contributor) - 2003 - [Elektronische Ressource]
Exploiting Short-Run Predictability
Francisco J. Gomes
∗
London Business School
August, 2003
Abstract
This paper … Strategies, for helpful comments and suggestions.
Contact information: Francisco Gomes, London Business School, Regent’s Park … Financial Economics, forthcoming.
[5] Balduzzi, Perluigi and Anthony Lynch, 1999, “Transaction Costs and Predictability:
Some …