Relative price performance : the theory and an empirical test
This study has a twofold purpose. The primary purpose is to examine empirically the hypothesis of relative price performance. This hypothesis states that issues in the stock market which have recorded a price performance superior to the market for a period of time will tend to continue to record a...
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| Language: | English |
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University of British Columbia
2011
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| Online Access: | http://hdl.handle.net/2429/34376 |