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AK Sinha, MY Sun - Journal of Business & Economics …, 2005 - clutejournals.com

Asset choice and time diversification benefits.

STEM and diversification

Sinha

GSID: eicrpNy7XToJ

Excerpt

… period returns that is similar to Hodges, Taylor and Yoder (1997), and a performance measure that is similar to Mukherji (2002), we do not find that stocks provide time diversification …

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