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Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh
;
Huh, Sahn-Wook
;
Park, Jeayoung
- In:
Journal of empirical finance
70
(
2023
),
pp. 276-307
Persistent link: https://www.econbiz.de/10014423707
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Comovements of earnings, dividends, and stock prices
Lee, Bong-soo
- In:
Journal of empirical finance
3
(
1996
)
4
,
pp. 327-346
Persistent link: https://www.econbiz.de/10001215365
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