Browsing Faculty of Commerce, Law and Management by Author "De Grandis, Paolo"

Browsing Faculty of Commerce, Law and Management by Author "De Grandis, Paolo"

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  • De Grandis, Paolo (2013-10-22)
    The existence and persistence of the mean reversion and value effects on equity markets suggest that it may be possible to use these phenomena to identity commercially exploitable arbitrage opportunities. This research ...

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