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Why are exchange rates so smooth? : a segmented asset markets explanation
Chien, YiLi
;
Lustig, Hanno
;
Naknoi, Kanda
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2015
Persistent link: https://www.econbiz.de/10011398685
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
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2014
Persistent link: https://www.econbiz.de/10010360039
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