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Delayed reaction hypothesis; Duration; Persistent losers; Persistent momentum strategy; Persistent winners; Heterogeneous beliefs; Information asymmetry
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delayed reaction hypothesis, duration, heterogeneous beliefs, information asymmetry, persistent momentum strategy
Arithmetic average method; Compound-sum method; Continuous regression method; Discount cash flow model; Discrete regression method; Dividend growth model; Geometric average method; Gordon’s growth model; Growth rate; Internal growth model; Sustainable growth model
orange juice; temperature; investor sentiment; smart money
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