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subject:"Announcement effect"
~isPartOf:"Applied economics"
~person:"Aquino, Rodolfo Q."
~person:"Haupenthal, Andreas"
~person:"Jiang, Yuexiang"
~subject:"Risk premium"
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Announcement effect
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Aquino, Rodolfo Q.
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ECONIS (ZBW)
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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2
Grexit news and stock returns
Haupenthal, Andreas
;
Neuenkirch, Matthias
- In:
Applied economics
49
(
2017
)
39
,
pp. 3891-3898
Persistent link: https://www.econbiz.de/10011819958
Saved in:
3
A variance equality test of the ICAPM on Philippine stocks : post-Asian financial crisis period
Aquino, Rodolfo Q.
- In:
Applied economics
38
(
2006
)
3
,
pp. 353-362
Persistent link: https://www.econbiz.de/10003295047
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