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Investments; Earnings; Predictability of stock returns; Market timing
Price Ratio, Pairs Trading, Relative Value
Learning under ambiguity, Macroeconomic news, Non-parametric methods, MMS survey data
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: fire.
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Market efficiency, liquidity, night trading, night session, overreaction, extreme price movements, winners, losers
Ambiguity, Cross section of stock returns, Maximum entropy
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