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~subject:"Portfolio selection"
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Portfolio selection
Ankündigungseffekt
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Bowman, Robert G.
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Kam Fong Chan
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Journal of empirical finance
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Systematic cojumps, market component portfolios and
scheduled
macroeconomic
announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
- In:
Journal of empirical finance
43
(
2017
),
pp. 43-58
Persistent link: https://www.econbiz.de/10011817903
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