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Review of quantitative finance and accounting
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Time-varying information share and autoregressive loading factors : evidence from S&P 500 cash and E-mini futures markets
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10012549905
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Comment letters and stock price synchronicity : evidence from China
Xu, Longhao
;
Huang, Zhijian
;
Wen, Fenghua
- In:
Review of quantitative finance and accounting
59
(
2022
)
4
,
pp. 1387-1421
Persistent link: https://www.econbiz.de/10013459377
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