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1
Alternative models for conditional stock volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
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2
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
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1997
Persistent link: https://www.econbiz.de/10000627888
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3
The liquidity cost of private equity investments : evidence from secondary market transactions
Nadauld, Taylor D.
;
Sensoy, Berk A.
;
Vorkink, Keith
; …
-
2016
Persistent link: https://www.econbiz.de/10011520493
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4
Efficiency and the bear : short sales and markets around the
world
Bris, Arturo
;
Goetzmann, William N.
;
Zhu, Ning N.
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2003
Persistent link: https://www.econbiz.de/10001736561
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No news is news : do markets underreact to nothing?
Giglio, Stefano
;
Shue, Kelly
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2013
Persistent link: https://www.econbiz.de/10009735842
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A decomposition of global linkages in financial markets over time
Forbes, Kristin
;
Chinn, Menzie David
-
2003
Persistent link: https://www.econbiz.de/10001746746
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7
Long-run bulls and bears
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Papanikolaou, …
-
2015
Persistent link: https://www.econbiz.de/10010485608
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8
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2014
Persistent link: https://www.econbiz.de/10010467583
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9
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
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10
Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth
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1987
Persistent link: https://www.econbiz.de/10009571466
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