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Jung-Lieh Hsiao and Teng-Tsai Tu The Effect of Abnormal Turnover on Asymmetric Autoregressive Behavior of Index Returns: Evidence from the Chinese A-share Stock Markets* Asia-Pacific Journal of Financial Studies 41

Version of Record online: 18 OCT 2012 | DOI: 10.1111/j.2041-6156.2012.01082.x

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