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~person:"Ding, Liang"
~person:"Tse, Yiuman"
~subject:"Börsenkurs"
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Börsenkurs
Currency derivative
10
Währungsderivat
10
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Wechselkurs
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Share price
3
currency futures
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Ankündigungseffekt
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Announcement effect
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Commodity derivative
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Devisenmarkt
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Emerging economies
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Foreign exchange market
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Geldpolitik
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Price discovery
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Rohstoffderivat
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Schwellenländer
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Theorie
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Theory
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1992-2009
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Ding, Liang
Tse, Yiuman
Caporale, Guglielmo Maria
4
Korajczyk, Robert A.
4
Londono, Juan M.
3
Plastun, Alex
3
Viallet, Claude J.
3
Zhou, Hao
3
Briys, Eric
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Gau, Yin-feng
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Martinez, Valeria
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Millman, Gregory J.
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Oliinyk, Viktor
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Byun, Suk Joon
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Chang, Jack S. K.
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Chang, Ya-kai
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Chen, Yu-lun
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Engel, Charles Mitchell
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Fok, Chi-wing
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Han, Joong H.
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Finance research letters
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International review of economics & finance : IREF
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Research in international business and finance
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ECONIS (ZBW)
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The impact of tick-size reductions in foreign currency futures markets
Martinez, Valeria
;
Tse, Yiuman
- In:
Finance research letters
28
(
2019
),
pp. 32-38
Persistent link: https://www.econbiz.de/10012384047
Saved in:
2
Intraday price discovery analysis in the foreign exchange market of an emerging economy : Mexico
Martinez, Valeria
;
Tse, Yiuman
- In:
Research in international business and finance
45
(
2018
),
pp. 271-284
Persistent link: https://www.econbiz.de/10011983258
Saved in:
3
The Thursday effect of the forward premium puzzle
Ding, Liang
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 302-318
Persistent link: https://www.econbiz.de/10009486120
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