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The pricing of when-issued securities
Lamoureux, Christopher G., (1989)
Volatility persistence and stock valuations : some empirical evidence using GARCH
Chou, Ray Yeutien, (1988)
The market reaction to stock splits
Lamoureux, Christopher G., (1987)
Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W., (1987)
An econometric analysis of nonsynchronous-trading
Lo, Andrew W., (1989)
When are contrarian profits due to stock market overreaction?