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subject:"Securities trading"
subject:"Share price"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Stock market"
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Securities trading
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Estimation
278
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Management science : journal of the Institute for Operations Research and the Management Sciences
Pacific-Basin finance journal
Finance research letters
161
International review of financial analysis
146
Working paper / National Bureau of Economic Research, Inc.
146
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141
International review of economics & finance : IREF
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NBER working paper series
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ECONIS (ZBW)
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
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
Saved in:
3
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
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4
Stock price reactions to corporate cash holdings in mitigating predictable and unpredictable negative shocks
Aono, Kohei
;
Hori, Keiichi
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463159
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5
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
6
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
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7
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
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8
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
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9
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
10
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
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