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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~person:"Chan, Kam Fong"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Ankündigungseffekt
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Announcement effect
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Börsenkurs
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Earnings announcement
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Earnings announcements
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Jump-implied variance contribution index
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Profit
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Chan, Kam Fong
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Journal of econometrics
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What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
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