Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks
| Year of publication: |
2012
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|---|---|
| Authors: | Chen, Chun-Hung ; Yu, Wei-Choun ; Zivot, Eric |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 28.2012, 2, p. 366-384
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