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Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
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Stock returns and volatility : a firm-level analysis
Duffee, Greg - In: Journal of financial economics 37 (1995) 3, pp. 399-420
Persistent link: https://www.econbiz.de/10001174140
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The importance of market psychology in the determination of stock market volatility
Duffee, Greg - 1990
Persistent link: https://www.econbiz.de/10000929486
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Macroeconomic news in asset pricing and reality
Duffee, Greg - In: The journal of finance : the journal of the American … 78 (2023) 3, pp. 1499-1543
Persistent link: https://www.econbiz.de/10014312036
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Macroeconomic news and stock-bond comovement
Duffee, Greg - In: Review of finance : journal of the European Finance … 27 (2023) 5, pp. 1859-1882
Persistent link: https://www.econbiz.de/10014391611
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A primer on program trading and stock price volatility : a survey of the issues and the evidence
Duffee, Greg - 1992
Persistent link: https://www.econbiz.de/10001134320
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What's good for GM ...? : Using auto industry stock returns to forecast business cycles and test the Q-theory of investment
Duffee, Greg; Prowse, Stephen D. - 1996
Persistent link: https://www.econbiz.de/10000943988
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Do equity markets favor credit market news over options market news?
Berndt, Antje; Ostrovnaya, Anastasiya - In: The quarterly journal of finance 4 (2014) 2, pp. 1-51
Persistent link: https://www.econbiz.de/10010439258
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Macroeconomic News in Asset Pricing and Reality
Duffee, Gregory R. - 2022
Revisions in successive Greenbook forecasts of quarterly real GDP growth proxy for news of current and expected future economic growth. In the sample 1975 through 2015, news of future growth is slightly negatively related to contemporaneous changes in Treasury bond yields, while news of current...
Persistent link: https://www.econbiz.de/10014236713