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Theoretical and practical foundations of liquidity-adjusted value-at-risk (lvar) : optimization algorithms for portfolios selection and management / Mazin A. M. Al Janabi -- Financial analysis for mobile and cloud applications / Jennifer Brodmann and Makeen Huda -- Eye movement study of...
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Employing asset-pricing models over the period 2012 to 2017, this study examines whether a search attention index (SAI) explains the variation in the weekly excess return of stocks. The study finds that the estimated abnormal return of a portfolio based on search intensity is significantly high...
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