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Ankündigungseffekt
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Börsenkurs
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firm-specific news
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information processing hypothesis of return volatilit
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public information arrival
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News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.
;
Hansen, Martin Klint
;
Karagozoglu, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
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Public information in fragmented markets
Storkenmaier, Andreas
;
Wagener, Martin
;
Weinhardt, Christof
- In:
Financial Markets and Portfolio Management
26
(
2012
)
2
,
pp. 179-215
Persistent link: https://www.econbiz.de/10010863299
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