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Gray, Philip
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Chan, Kam F.
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Zhong, Angel
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Accounting & Finance
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Journal of Futures Markets
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Assessing the usefulness of daily and monthly asset‐pricing factors for Australian equities
Gray, Philip
;
Zhong, Angel
- In:
Accounting & Finance
62
(
2021
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10012536691
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Volatility jumps and macroeconomic news announcements
Chan, Kam F.
;
Gray, Philip
- In:
Journal of Futures Markets
38
(
2018
)
8
,
pp. 881-897
Persistent link: https://www.econbiz.de/10012082118
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