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Anchoring Heuristics, Attention to Risks, and Market Liquidity : A Regression Discontinuity Design

Cao, Xiaping; Lin, Wenlian; Li, Yong - Hong Kong Institute for Monetary and Financial Research - 2023

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Testing for a unit root in the presence of stochastic volatility and leverage effect

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Forecasting volatility in the Chinese stock market under model uncertainty

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