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subject:"Announcement effect"
subject:"Börsenkurs"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Announcement effect
Börsenkurs
Estimation
1,803
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439
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439
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430
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429
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Massa, Massimo
7
Lettau, Martin
6
Ludvigson, Sydney C.
5
Narayan, Paresh Kumar
4
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3
Duro, Miguel
3
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Lou, Dong
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3
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2
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2
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2
Cakici, Nusret
2
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2
Cen, Ling
2
Chernov, Mikhail
2
Chuprinin, Oleg
2
Dinh Hoang Bach Phan
2
Favero, Carlo A.
2
Filis, George
2
Floros, Christos
2
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2
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2
Theodossiou, Panayiotis
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2
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2
Yin, Chengxi
2
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1
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1
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Centre for Economic Policy Research
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Discussion paper / Centre for Economic Policy Research
Journal of international financial markets, institutions & money
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
129
NBER working paper series
116
Working paper / National Bureau of Economic Research, Inc.
115
Applied economics letters
113
International review of economics & finance : IREF
106
International review of financial analysis
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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ECONIS (ZBW)
166
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Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
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2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
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4
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
5
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
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6
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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7
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
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8
Ambiguity aversion and beating benchmarks : does it create a pattern?
Kolasinski, Adam
;
Li, Xu
;
Soliman, Mark
;
Xin, Qian
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 7059-7078
Persistent link: https://www.econbiz.de/10014435458
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9
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
10
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
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