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~person:"Neely, Christopher J."
~subject:"Aktienrückkauf"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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Aktienrückkauf
Volatilität
Ankündigungseffekt
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Neely, Christopher J.
Caporale, Guglielmo Maria
18
Spagnolo, Fabio
15
Spagnolo, Nicola
15
Hautsch, Nikolaus
10
Vermaelen, Theo
9
Evgeniou, Theodoros
7
Hess, Dieter
7
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4
Conrad, Christian
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De Fortuny, Enric Junqué
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Laakkonen, Helinä
4
Mengoli, Stefano
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Nassuphis, Nick
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Pagano, Marco
4
Pattitoni, Pierpaolo
4
Andersen, Torben
3
Born, Benjamin
3
Clements, Adam
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Ehrmann, Michael
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Engle, Robert F.
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Entorf, Horst
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Gropp, Reint
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Hayo, Bernd
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Kočenda, Evžen
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Kutan, Ali Mustafa
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Law, Tzuo Hann
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Plastun, Alex
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Remolona, Eli M.
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Song, Dongho
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Veredas, David
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Yaron, Amir
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Yue, Ling
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Bailey, Warren
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Bernoth, Kerstin
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Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
2
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
3
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
-
2017
-
This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
Saved in:
4
Jumps, cojumps and macro announcements
Lahaye, Jérôme
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003740681
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