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~isPartOf:"Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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The role of intra-day and inter-day data effects in determining linear and nonlinear granger causality between Australian futures and cash index markets
Eldridge, Robert M.
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Peat, Maurice
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Stevenson, Maxwell John
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2003
Persistent link: https://www.econbiz.de/10001734845
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Individual share futures contracts : the economic impact of their introduction on the underlying equity market
Peat, Maurice
;
MacCorry, Michael S.
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1997
Persistent link: https://www.econbiz.de/10000985462
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