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Characterizing predictable components in excess returns on equity and foreign exchange markets

Characterizing predictable components in excess returns on equity and foreign exchange markets

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Futures trading activity and predictable foreign exchange market movements

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This digital document is a journal article from Journal of Banking and Finance, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

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