Volatility-Weighted Short-Term Reversal Strategy in Emerging Market Equities

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Academic paper

Maximize Market Timing Returns: Implementing Volatility-Weighted Bets

AuthorsPlamen Patev; Kaloyan Petkov

Institute
  • I-Shou University
  • ABIR Analytics
  • I Shou University, Department of International Finance
  • D. A. Tsenov Academy of Economics

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