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subject:"Volatility"
~person:"Chan, Kam Fong"
~subject:"CAPM"
~type:"article"
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Volatility
CAPM
Ankündigungseffekt
2
Announcement effect
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Börsenkurs
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2
Earnings announcements
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Chan, Kam Fong
Ben Omrane, Walid
10
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9
Caporale, Guglielmo Maria
7
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7
Hussain, Syed Mujahid
7
Shi, Yanlin
7
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Ho, Kin-Yip
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Kim, Suk-Joong
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Vortelinos, Dimitrios I.
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Gillas, Konstantinos Gkillas
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Kam Fong Chan
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Lucey, Brian M.
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Mauck, Nathan
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Zhang, Zhaoyong
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3
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3
Dijk, Dick van
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What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
2
Asset pricing on earnings announcement days
Chan, Kam Fong
;
Marsh, Terry Alan
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 1022-1042
Persistent link: https://www.econbiz.de/10013413222
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