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~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~person:"Baltagi, Badi H."
~person:"Casas, Isabel"
~person:"Chu, Chien Chi"
~person:"Escanciano, Juan Carlos"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"Announcement effect"
~subject:"Correlation"
~subject:"Duration analysis"
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Estimation
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Baltagi, Badi H.
Casas, Isabel
Chu, Chien Chi
Escanciano, Juan Carlos
Hautsch, Nikolaus
Aslanidis, Nektarios
2
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2
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Economic modelling
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The nonlinear connection between 52-week high and announcement effect of insider trading : evidence from mainland China and Taiwan
Chu, Chien Chi
;
Chang, Chiao-yi
;
Zhou, Rui Jie
- In:
Economic modelling
94
(
2021
),
pp. 1043-1057
Persistent link: https://www.econbiz.de/10012695617
Saved in:
2
Nonparametric correlation models for portfolio allocation
Aslanidis, Nektarios
;
Casas, Isabel
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
Saved in:
3
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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