ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS
| Year of publication: |
2004
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| Authors: | Dean, Warren G. ; Faff, Robert W. |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 27.2004, 3, p. 393-414
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