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Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
Thomakos, Dimitrios D., (2008)
Modeling daily realized futures volatility with singular spectrum analysis
Thomakos, Dimitrios D., (2002)
Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation
Thomakos, Dimitrios D., (2007)