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The Non-Random Walk of Stock Prices: The Long-Term Correlation between Signs and Sizes

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29 Apr 08

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La Spada, G., J. D. Farmer, and F. Lillo.  'The Non-Random Walk of Stock Prices:  The Long-Term Correlation between Signs and Sizes.'  Eur. Phys. J. B (2008): 1-8.

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The Non-Random Walk of Stock Prices: The Long-Term Correlation between Signs and Sizes

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