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~person:"Brännäs, Kurt"
~person:"Segara, Reuben"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Pacific-Basin finance journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of futures markets
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ECONIS (ZBW)
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Simultaneity and asymmetry of returns and volatilities : the emerging Baltic States’ stock exchanges
Brännäs, Kurt
;
Gooijer, Jan G. de
;
Lönnbark, Carl
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009521663
Saved in:
2
The impact of trading halts on liquidity and price volatility : evidence from the Australian stock exchange
Frino, Alex
;
Lecce, Steven
;
Segara, Reuben
- In:
Pacific-Basin finance journal
19
(
2011
)
3
,
pp. 298-307
Persistent link: https://www.econbiz.de/10009271683
Saved in:
3
Market microstructure effects on volatility at the TAIFEX
Webb, Robert I.
;
Muthuswamy, Jayaram
;
Segara, Reuben
- In:
The journal of futures markets
27
(
2007
)
12
,
pp. 1219-1243
Persistent link: https://www.econbiz.de/10003627207
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