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person:"Cai, Jun"
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Ankündigungseffekt
8
Announcement effect
8
Volatility
8
Volatilität
8
USA
5
United States
5
1994-1997
4
1998
2
Commodity exchange
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Deutschland
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Germany
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Japan
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Öffentliche Anleihe
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Auction
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Auktion
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Derivat
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Article
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English
8
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Cai, Jun
Caporale, Guglielmo Maria
47
Ehrmann, Michael
43
Weder, Mark
40
Spagnolo, Nicola
37
Spagnolo, Fabio
36
Vega, Clara
36
Benhabib, Jess
35
Madura, Jeff
33
Neuenkirch, Matthias
33
Wang, Pengfei
33
Kutan, Ali Mustafa
32
Schiereck, Dirk
31
Farmer, Roger E. A.
29
Fratzscher, Marcel
29
Hayo, Bernd
28
Bollerslev, Tim
27
De Grauwe, Paul
27
Gürkaynak, Refet S.
27
Smales, Lee A.
26
Wright, Jonathan H.
26
Swanson, Eric T.
25
Evans, George W.
24
Hess, Dieter
24
Jiang, George J.
24
Stulz, René M.
24
Wen, Yi
24
Harrison, Sharon G.
23
Faff, Robert W.
22
Neely, Christopher J.
22
Weber, Michael
22
Enders, Zeno
21
Kurov, Alexander
21
Moessner, Richhild
21
Venditti, Alain
21
Altavilla, Carlo
20
Guo, Jang-ting
20
Born, Benjamin
19
Truong, Cameron
19
Haan, Jakob de
18
Hoang, Daniel
18
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
2
The journal of futures markets
2
Foreign exchange markets
1
Journal of empirical finance
1
Journal of financial intermediation
1
Journal of international money and finance
1
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ECONIS (ZBW)
8
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1
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun
;
Cheung, Stephen Y. L.
;
Lee, Raymond Siu-kuen
; …
- In:
Foreign exchange markets
,
(pp. 180-200)
.
2005
Persistent link: https://www.econbiz.de/10003290903
Saved in:
2
Information-based trading in the treasury note interdealer broker market
Huang, Roger D.
;
Cai, Jun
;
Wang, Xiaozu
- In:
Journal of financial intermediation
11
(
2002
)
3
,
pp. 269-296
Persistent link: https://www.econbiz.de/10001718636
Saved in:
3
What moves German Bund futures contracts on the Eurex?
Ahn, Hee-joon
;
Cai, Jun
;
Cheung, Stephen Y. L.
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 679-696
Persistent link: https://www.econbiz.de/10001678562
Saved in:
4
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun
(
contributor
)
- In:
Journal of international money and finance
20
(
2001
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10001580063
Saved in:
5
What moves the gold market?
Cai, Jun
;
Cheung, Stephen Y. L.
;
Wong, Michael C. S.
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 257-278
Persistent link: https://www.econbiz.de/10001556711
Saved in:
6
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
7
What moves the gold market?
Cai, Jun
;
Cheung, Stephen Y. L.
;
Wong, Michael C. S.
-
1999
Persistent link: https://www.econbiz.de/10001432958
Saved in:
8
Intraday periodicity, long memory volatility, and macro announcements in the US Treasury bond market
Cai, Jun
;
Bollerslev, Tim
;
Song, Frank M.
-
1999
Persistent link: https://www.econbiz.de/10001432959
Saved in:
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