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|Title:||A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises|
|Citation:||A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises, North American Journal of Economics and Finance, vol.42, N/A, 2017,pp 346-358|
|Disclaimer:||This work has been made available to the staff and students of the University of Sydney for the purposes of research and study only. It constitutes material that is held by the University for the purposes of reporting for HERDC and the ERA. This work may not be downloaded, copied and distributed to any third party .|
|Type:||C1 - Refereed Journal articles|
|Appears in Collections:||University of Sydney Research Outputs|
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