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The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news.
Antoniou, Antonios,
Miller-Modigliani, Behavioural Models of Dividend Policy and the Dividend Behaviour of the Aggregate Stock Market : Some Evidence for the UK
Garrett, Ian,
An asset pricing approach to estimating the persistence in expected returns
Priestley, Richard,