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The momentum and mean reversion of Nikkei index futures: a Markov chain analysis

Wang, S. and Peng, K. (2007) The momentum and mean reversion of Nikkei index futures: a Markov chain analysis Advances in Quantitative Analysis of Finance and Accounting

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Submitted date: 2007
Accepted/In Press date: 2007

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Local EPrints ID: 51385
URI: http://eprints.soton.ac.uk/id/eprint/51385
ISSN: 1061-8910
PURE UUID: 80bb53fb-1a05-40ca-9abf-dcd5e3a00f32

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Date deposited: 27 Jun 2008
Last modified: 17 Jul 2017 14:48

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Contributors

Author: S. Wang
Author: K. Peng

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