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subject:"Announcement effect"
~isPartOf:"Applied economics"
~person:"Wen, Yi-Chieh"
~subject:"Estimation"
~subject:"Portfolio-Management"
~subject:"Risk premium"
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Announcement effect
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Wen, Yi-Chieh
Zaremba, Adam
6
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4
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Long, Huaigang
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Applied economics
Acta oeconomica : periodical of the Hungarian Academy of Sciences
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ECONIS (ZBW)
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Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
Saved in:
2
Lagged country returns and international stock return predictability during business cycle recession periods
Wen, Yi-Chieh
;
Li, Bin
- In:
Applied economics
52
(
2020
)
46
,
pp. 5005-5019
Persistent link: https://www.econbiz.de/10012306532
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