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subject:"Announcement effect"
~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"Journal of economics & business"
~person:"Odusami, Babatunde Olatunji"
~subject:"Capital income"
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Announcement effect
Capital income
Kapitaleinkommen
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1999-2009
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ARCH model
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Odusami, Babatunde Olatunji
Hou, Kewei
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Ben-David, Itzhak
7
Birru, Justin
7
Stulz, René M.
6
Hirshleifer, David
5
Sanders, Anthony B.
5
Zhang, Shaojun
5
Chabi-Yo, Fousseni
4
Karolyi, G. Andrew
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Lin, Xiaoji
4
Rossi, Andrea
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Bailey, Warren
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Dijk, Mathijs van
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Subrahmanyam, Avanidhar
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Titman, Sheridan
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Weisbach, Michael S.
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Zhang, Lu
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Ambrose, Brent William
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Bao, Jack
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Bayless, Mark E.
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Buttimer, Richard J.
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Du, Ding
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Du, Dingzhu
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Fletcher, Jonathan
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Gokkaya, Sinan
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Griffin, John M.
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Han, Bing
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Hyland, David C.
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Koutmos, Gregory
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LaCour-Little, Michael
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Li, Jiacui
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Liu, Xi
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Loh, Roger K.
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Nardari, Federico
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Salva, Carolina
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Fisher College of Business working paper series
Journal of economics & business
Applied financial economics
1
Energy economics
1
Financial mathematics, volatility and covariance modelling
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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Volatility jumps and their determinants in REIT returns
Odusami, Babatunde Olatunji
- In:
Journal of economics & business
113
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012518307
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2
Volatility persistence in metal returns : a FIGARCH approach
Cochran, Steven J.
;
Mansur, Iqbal
;
Odusami, Babatunde …
- In:
Journal of economics & business
64
(
2012
)
4
,
pp. 287-305
Persistent link: https://www.econbiz.de/10009618499
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