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*019  $bl
*035  $a(EXLNZ-47BIBSYS_NETWORK)990209981634702201
*035  $a(NO-LaBS)13917942(bibid)
*035  $a(NO-TrBIB)020998163
*035  $a020998163-47bibsys_network
*040  $aNO-TrBIB$bnob$ekatreg
*24500$aBehavioralize this! International evidence on autocorrelation patterns of stock index and features return$cDong-Hyun Ahn...[et al.]
*260  $aCambridge, Mass.$bNBER$c1999
*300  $a39 s.
*4901 $aNBER working paper series$v7214
*7001 $aAhn, Dong-Hyun$_30846600
*7102 $aNational Bureau of Economic Research (Forente Stater)$_13074800
*830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$v7214$w999105437124702201$_13074900
*901  $a60
*999  $aoai:nb.bibsys.no:990209981634702202$b2021-11-14T20:58:06Z$z990209981634702202
^