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~subject:"Announcement effect"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
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Announcement effect
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Gupta, Rangan
89
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60
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47
Narayan, Paresh Kumar
46
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36
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36
Bouri, Elie
33
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29
Tiwari, Aviral Kumar
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28
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26
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Caporale, Guglielmo Maria
24
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23
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23
Bali, Turan G.
22
Demirer, Rıza
22
Faff, Robert W.
22
Plastun, Alex
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Kumar, Dilip
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Li, Bin
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Ryu, Doojin
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Balcilar, Mehmet
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Hassan, M. Kabir
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Nguyen, Duc Khuong
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Brooks, Robert
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Li, Yan
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Zhong, Angel
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Yin, Libo
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Apergēs, Nikolaos
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Hammoudeh, Shawkat
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Kutan, Ali Mustafa
16
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Conference on Realized Volatility <2006, Montréal>
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Journal of empirical finance
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Applied economics
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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Review of quantitative finance and accounting
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The journal of finance : the journal of the American Finance Association
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Journal of international financial markets, institutions & money
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Applied financial economics
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Economic modelling
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Energy economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
121
The European journal of finance
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Journal of risk and financial management : JRFM
105
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Investment management and financial innovations
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of econometrics
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Journal of financial markets
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Cogent economics & finance
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The review of financial studies
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The journal of corporate finance : contracting, governance and organization
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Global finance journal
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Journal of economics and finance
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International journal of forecasting
60
Journal of international money and finance
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Emerging markets, finance and trade : EMFT
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Journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
11,060
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1
Mutual funds
Fortune, Peter
- In:
New England economic review
(
1998
),
pp. 3-22
Persistent link: https://www.econbiz.de/10001298173
Saved in:
2
Volume des transactions et autocorrélation des rentabilités : étude canadienne des stratégies contraires
Boies, Dominique
;
Lalancette, Simon
;
Lavallée, Mario
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10001398791
Saved in:
3
Mutual fund performance : evidence from the UK
Blake, David
;
Timmermann, Allan
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001400427
Saved in:
4
Stock and bond market linkage in the empirical study of interest rate sensitivity of bank returns
Srivastava, Suresh C.
;
Hamid, Shahid S.
;
Choudhury, Askar H.
- In:
The journal of applied business research
15
(
1998/99
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10001400538
Saved in:
5
Modeling asset market volatility in a small market : accounting for non-synchronous trading effects
Lange, Stephen
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001402112
Saved in:
6
The dynamic relationship of volatility, volume, and market depth in currency futures markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001402116
Saved in:
7
A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
Shiyun, Wang
;
Lim, Kian-Guan
;
Chang, Carolyn
- In:
Journal of international financial markets, …
9
(
1999
)
3
,
pp. 247-265
Persistent link: https://www.econbiz.de/10001402185
Saved in:
8
Oil price shocks and stock market activity
Sadorsky, Perry A.
- In:
Energy economics
21
(
1999
)
5
,
pp. 449-469
Persistent link: https://www.econbiz.de/10001405329
Saved in:
9
An investigation of the risk and return relation at long horizons
Harrison, Paul
;
Zhang, Harold H.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
Saved in:
10
The time-series relations among expected return, risk, and book-to-market
Lewellen, Jonathan
- In:
Journal of financial economics
54
(
1999
)
1
,
pp. 5-43
Persistent link: https://www.econbiz.de/10001407051
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