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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The European journal of finance"
~person:"Bell, Adrian R."
~person:"Chan, Wai-Sum"
~subject:"Share price"
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Kapitaleinkommen
Share price
Börsenkurs
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Capital income
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Estimation
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Aktienindex
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Ankündigungseffekt
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Hang Seng index
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Hong Kong
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Stock index
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anomalies
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futures markets
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information dissemination
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investor attention
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lead-lag relationship
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non-linearity test
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stock return predictability
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threshold autoregression
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Bell, Adrian R.
Chan, Wai-Sum
Gupta, Rangan
3
Pierdzioch, Christian
3
Charemza, Wojciech
2
Copeland, Laurence S.
2
Knif, Johan
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The European journal of finance
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ECONIS (ZBW)
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Tomorrow's fish and chip paper? : slowly incorporated news and the cross-section of stock returns
Tao, Ran
;
Brooks, Chris
;
Bell, Adrian R.
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012516133
Saved in:
2
Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
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