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~institution:"School of Accounting, Finance and Economics <Perth, Western Australia>"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~type_genre:"Book section"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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8
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3
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School of Accounting, Finance and Economics <Perth, Western Australia>
Universitat Pompeu Fabra / Departament d'Economia i Empresa
National Bureau of Economic Research
15
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of St. Louis
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New York Stock Exchange
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William Davidson Institute <Ann Arbor, Mich.>
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Weltbank / Policy Research Department / Finance and Private Sector Development Division
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Chambre de commerce et d'industrie de Paris
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Stanford Institute for Economic Policy Research
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Verlag Dr. Kovač
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Federal Reserve Bank of New York
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Centre for Growth and Business Cycle Research <Manchester>
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School of Finance and Business Economics <Perth, Western Australia>
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Svenska Handelshögskolan <Helsinki>
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University of Chicago / Center for Research in Security Prices
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Harvard Institute of Economic Research
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School of Accounting, Finance and Economics & FEMARC working paper series
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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The day-of-the-week effect in conditional correlation
Chandra, Mahendra
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002254146
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2
Forecasting the equity premium in the Australian market
Allen, David E.
(
contributor
);
De Mello, Lurion
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002254341
Saved in:
3
Multivariate GARCH modelling of volatility and comovements in Asia Pacific markets
Chandra, M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770496
Saved in:
4
Some evidence on the information content of undisclosed limit orders on the ASX
Aitken, Michael J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770518
Saved in:
5
Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
Saved in:
6
New findings regarding return autocorrelation anomalies and the importance of non-trading periods
García Blandón, Josep
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001626074
Saved in:
7
Inventory effects and trading horizons
Cespa, Giovanni
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001546823
Saved in:
8
A comparison of stock market mechanisms
Cespa, Giovanni
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578833
Saved in:
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