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~accessRights:"restricted"
~subject:"Announcement effect"
~subject:"China"
~subject:"Volatility"
~type_genre:"Article in journal"
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Announcement effect
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Gupta, Rangan
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19
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17
Zaremba, Adam
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Zhang, Yaojie
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Xuan Vinh Vo
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9
Umar, Zaghum
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8
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Finance research letters
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Applied economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets, finance and trade : EMFT
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Review of quantitative finance and accounting
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International journal of forecasting
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Economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of corporate finance : contracting, governance and organization
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International journal of economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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Journal of forecasting
24
Investment management and financial innovations
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Global finance journal
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International journal of emerging markets
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Studies in economics and finance
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ECONIS (ZBW)
3,375
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1
Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang
;
Feng, Yun
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
Saved in:
2
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
3
Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming
;
Zhang, Bing
;
Gao, Ruzhao
- In:
Economics letters
132
(
2015
),
pp. 91-96
Persistent link: https://www.econbiz.de/10011431392
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4
Volatility persistence in stock market
Chuang, Hongwei
- In:
Economics letters
133
(
2015
),
pp. 64-67
Persistent link: https://www.econbiz.de/10011431978
Saved in:
5
Missing mean does no harm to volatility!
Anatolyev, Stanislav
;
Tarasyuk, Irina
- In:
Economics letters
134
(
2015
),
pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
Saved in:
6
Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul
;
Kim, Jae H.
- In:
Economics letters
136
(
2015
),
pp. 129-132
Persistent link: https://www.econbiz.de/10011435995
Saved in:
7
Are sticky prices costly? : evidence from the stock market
Gorodnichenko, Yuriy
;
Weber, Michael
- In:
The American economic review
106
(
2016
)
1
,
pp. 165-199
Persistent link: https://www.econbiz.de/10011436821
Saved in:
8
On guidance and volatility
Billings, Mary Brooke
;
Jennings, Robert H.
;
Lev, Baruch
- In:
Journal of accounting & economics
60
(
2015
)
2/3
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011437528
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9
Inferring volatility from the yield curve
Brousseau, Vincent
;
Durré, Alain
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 304-314
Persistent link: https://www.econbiz.de/10011438558
Saved in:
10
Stock price information content, idiosyncratic volatility and expected return
Liang, Meimei
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 401-411
Persistent link: https://www.econbiz.de/10011439154
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