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person:"Kremer, Ilan"
~type_genre:"Aufsatz in Zeitschrift"
~person:"Fung, Hung-gay"
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Information dissemination
4
Informationsverbreitung
4
USA
3
United States
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Commodity derivative
2
Rohstoffderivat
2
Theorie
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Theory
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1999-2009
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ARCH model
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ARCH-Modell
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Aluminium
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Copper
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Derivat
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Derivative
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Devisenmarkt
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Economics of information
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Efficient market hypothesis
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Informationsökonomik
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Kupfer
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Aufsatz in Zeitschrift
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Kremer, Ilan
Fung, Hung-gay
Jiang, Li
7
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6
Lien, Da-hsiang Donald
6
Zhang, Hongtao
6
Zhang, Wei
6
Forges, Françoise
5
Gao, Xing
5
Ginkel, Wendy P. van
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Hao, Zhongyuan
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Ma, Songxuan
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3
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The journal of futures markets
2
Review of quantitative finance and accounting
1
The American economic review
1
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ECONIS (ZBW)
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1
Endogenous information flows and the clustering of announcements
Acharya, Viral V.
;
DeMarzo, Peter M.
;
Kremer, Ilan
- In:
The American economic review
101
(
2011
)
7
,
pp. 2955-2979
Persistent link: https://www.econbiz.de/10009537757
Saved in:
2
The information flow and market efficiency between th US and Chinese aluminium and copper futures markets
Fung, Hung-gay
;
Liu, Qingfeng Wilson
;
Tse, Yiuman
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1192-1209
Persistent link: https://www.econbiz.de/10008901289
Saved in:
3
Information flows between the U.S. and China commodity futures trading
Fung, Hung-gay
;
Leung, Wai K.
;
Xu, Xiaoqing Eleanor
- In:
Review of quantitative finance and accounting
21
(
2003
)
3
,
pp. 267-285
Persistent link: https://www.econbiz.de/10001839848
Saved in:
4
Volatility, global information, and market consitions : a study in futures markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
The journal of futures markets
21
(
2001
)
2
,
pp. 173-196
Persistent link: https://www.econbiz.de/10001542995
Saved in:
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