Global ETD Search
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Showing 1 to 1 of 1 for “"Stale Prices and Return Autocorrelation"”.
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The Predictability of International Mutual Funds
… of the US-based international mutual fund returns has received renewed consideration in recent academic studies. This dissertation extends recent research by exploring the 2,479 daily return observations covering the period from January 4, 1993 to October 31, 2002 for all categories of …