Keywords: Price extremes
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Journal Articles
Journal of Economic Studies (2022) 49 (8): 1502–1523.
Published: 07 December 2021
... reversals in emerging markets. George and Hwang (2004) and Li and Yu (2012) produce evidence in favor of the explanatory power of price extremes in asset returns' predictions. They reveal that the 52-week high and the historical high carry sufficient information concerning future market returns...

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