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~person:"Du, Ding"
~person:"Opschoor, Anne"
~subject:"Announcement effect"
~subject:"International capital asset-pricing model"
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Announcement effect
International capital asset-pricing model
Information
6
Treasury futures
6
macroeconomic announcements
5
Ankündigungseffekt
4
Macroeconomic announcements
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order flow
4
Börsenkurs
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Volatilität
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heterogeneity
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Du, Ding
Opschoor, Anne
Wójtowicz, Tomasz
5
Gurgul, Henryk
4
Brzeszczyński, Janusz
3
Füss, Roland
3
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Kam Fong Chan
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International journal of finance & economics : IJFE
1
Journal of empirical finance
1
Journal of international money and finance
1
Review of quantitative finance and accounting
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ECONIS (ZBW)
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The sentiment premium and
macroeconomic
announcements
Du, Ding
;
Hu, Ou
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 207-237
Persistent link: https://www.econbiz.de/10011979106
Saved in:
2
US macroannouncements and international asset pricing
Du, Ding
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 352-367
Persistent link: https://www.econbiz.de/10011960375
Saved in:
3
The world market risk premium and U.S.
macroeconomic
announcements
Du, Ding
;
Hu, Ou
- In:
Journal of international money and finance
58
(
2015
),
pp. 75-97
Persistent link: https://www.econbiz.de/10011478234
Saved in:
4
Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
Saved in:
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