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Run length and the Predictability of Stock Price Reversals

Run length and the Predictability of Stock Price Reversals. Juan Yao Graham Partington Max Stevenson Finance Discipline, University of Sydney. Structure of the paper. Background and motivation Empirical design Data In-sample analysis Out-of-sample evaluation Conclusion.

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Positive price runs - PowerPoint PPT Presentation

Run length and the Predictability of Stock Price Reversals