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Investor attention, firm-specific characteristic, and momentum : a case of the Korean stock market
Eom, Cheoljun
;
Park, Jong Won
- In:
Research in international business and finance
57
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013332954
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2
Nonstationarity of the intraday individual and collective seasonalities of price fluctuations
Queirós, Sílvio M. Duarte
;
Graczyk, Michelle B.
- In:
The journal of network theory in finance
3
(
2017
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10011668579
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3
Random
matrix
approach to correlation matrix of financial data : (Mexican stock market case)
Casillas González, Juan Martín
;
Torres, Antonio Alatorre
- In:
Modern economy
6
(
2015
)
9
,
pp. 1033-1042
Persistent link: https://www.econbiz.de/10011441589
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4
A spectral perspective on excess volatility
Livan, Giacomo
;
Alfarano, Simone
;
Milaković, Mishael
; …
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 745-750
Persistent link: https://www.econbiz.de/10010530017
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5
Correlation and network structure of international financial markets in times of crisis
Sandoval Junior, Leonidas
- In:
Emerging markets and the global economy
,
(pp. 795-810)
.
2014
Persistent link: https://www.econbiz.de/10010434608
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