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Revisiting the Time Series Momentum Anomaly Jo, Yonghwan; Kim, Jihee, ANNALS OF ECONOMICS AND FINANCE, v.20, no.2, pp.767 - 782, 2019-11 |
The impact of liquidity risk in the Chinese banking system on the global commodity markets Jo, Yonghwan; Kim, Jihee; Santos, Francisco, JOURNAL OF EMPIRICAL FINANCE, v.66, pp.23 - 50, 2022-03 |
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