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Testing for Leverage Effects in the Returns of US Equities
31 Jul 2018
Authors: Christophe Chorro, Dominique Guégan, Florian Ielpo, Hanjarivo Lalaharison
Journal: Journal of Empirical Finance
Publisher: Elsevier B.V
Link: https://doi.org/10.1016/j.jempfin.2018.07.008
Volume: 48
Year: 2018
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