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subject:"Forecasting model"
subject:"Stock market"
~accessRights:"restricted"
~isPartOf:"Working paper"
~subject:"Börsenkurs"
~subject:"Monetary policy"
~type_genre:"Graue Literatur"
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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
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2017
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This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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