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Applied Economics Letters Volume 28, 2021 - Issue 9
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Research Article

Is average correlation related to expected returns: evidence from global markets

Stanley PeterburgskyBrooklyn College, New York, NY, USACorrespondence[email protected]
&
Seungho BaekBrooklyn College, New York, NY, USA
Pages 731-736 | Published online: 23 Jun 2020

References

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