Qinbin Fan

University of Iowa

341 Schaeffer Hall

Iowa City, IA 52242-1097

United States

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U.S. Industry-Level Returns and Oil Prices

International Review of Economics & Finance, Vol. 22, No. 1, 2012
Number of pages: 35 Posted: 16 Sep 2011 Last Revised: 21 Jun 2012
Qinbin Fan and Mohammad R. Jahan-Parvar
University of Iowa and Board of Governors of the Federal Reserve System
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Citation 1

Abstract:

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Industry-Level Returns, Market Efficiency, Oil Prices, Return Predictability, Underreaction