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Market mill dependence pattern in the stock market: Modeling of predictability and asymmetry via multi-component conditional distribution |
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| Authors: | Andrei Leonidov Vladimir Trainin Sergey Zaitsev |
| Institution: | a Letra Group, LLC, Boston, MA, USA b Theoretical Physics Department, P.N. Lebedev Physics Institute, Moscow, Russia c Institute of Theoretical and Experimental Physics, Moscow, Russia |
| Abstract: | |
| Keywords: | Econophysics |
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