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~isPartOf:"Journal of financial services research : JFSR"
~isPartOf:"Journal of banking & finance"
~person:"Chan, Kam Fong"
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Ankündigungseffekt
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Announcement effect
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Börsenkurs
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Earnings announcement
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Earnings announcements
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Gewinn
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Risikomaß
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Chan, Kam Fong
Faff, Robert W.
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Brooks, Robert
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Journal of financial services research : JFSR
Journal of banking & finance
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What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
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