Timing the Small Cap Effect ver. 3
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Realized Semibetas: Signs of Things to Come
Tim Bollerslev; Andrew J. Patton; Rogier Quaedvlieg
Duke University- National Bureau of Economic Research
- Duke University - Department of Economics
- Duke University - Finance
- National Bureau of Economic Research (NBER)
European Central Bank- European Central Bank (ECB)
This strategy is gated
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