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subject:"Announcement effect"
subject:"Börsenkurs"
~isPartOf:"Working paper"
~person:"Lund, Jesper"
~person:"Neely, Christopher J."
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Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
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2023
Persistent link: https://www.econbiz.de/10014320683
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2
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
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2017
-
This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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3
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
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1994
Persistent link: https://www.econbiz.de/10000894175
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