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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Dynamics and determinants of spillovers across the option-implied volatilities of
US
equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
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2
Systematic covariations and emerging Asian equity markets' diversification benefits to US equity investors
Kolluri, Bharat R.
;
Wahab, Susan
;
Wahab, Mamoud S.
- In:
Review of Pacific Basin financial markets and policies
23
(
2020
)
2
,
pp. 2050009-1-2050009-47
Persistent link: https://www.econbiz.de/10012299682
Saved in:
3
Dynamical regularities of
US
equities
opening and closing auctions
Challet, Damien
;
Gourianov, Nikita
- In:
Market microstructure and liquidity
4
(
2018
)
1/2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012256391
Saved in:
4
A compound duration model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
Saved in:
5
Who trades quickly?
Garvey, Ryan
;
Huang, Tao
;
Wu, Fei
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 953-957
Persistent link: https://www.econbiz.de/10011629295
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