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Technical Analysis, Market Indicators, Sentiment Indicators, Asset Pricing
Technical Analysis, Return Predictability, Out-of-Sample Test
Market Microstructure, Institutional Investor
Market Microstructure, Investor Preference, Firm Size
Stock price crashes, emerging markets, information, analyst reports, price reversal
Short sales constraints; Earnings announcement; Post-event analysis
Commonality; Liquidity; Emerging markets
Short-sales constraints, Liquidity, Stock valuation, Investor opinion dispersion
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Emerging Markets, Liquidity, Commonality in Liquidity,
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