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Social media, political uncertainty, and stock markets
Fan, Rui
;
Talavera, Oleksandr
;
Tran, Vu
- In:
Review of quantitative finance and accounting
55
(
2020
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10012304103
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The responses of internet retail prices to aggregate shocks : a high-frequency approach
Gorodnichenko, Yuriy
;
Sheremirov, Viacheslav
;
Talavera, …
- In:
Economics letters
164
(
2018
),
pp. 124-127
Persistent link: https://www.econbiz.de/10011939969
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3
Social media and price discovery : the case of cross-listed firms
Fan, Rui
;
Talavera, Oleksandr
;
Tran, Vu
- In:
The journal of financial research : the journal of the …
46
(
2023
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10014302327
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Determinants of financial vs. non financial stock returns : evidence from Istanbul Stock Exchange
Caglayan, Mustafa
;
Lajeri-Chaherli, Fatma
-
2009
Persistent link: https://www.econbiz.de/10003829618
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Open source information, investor attention, and asset pricing
Zhang, Wei
;
Shen, Dehua
;
Zhang, Yongjie
;
Xiong, Xiong
- In:
Economic modelling
33
(
2013
),
pp. 613-619
Persistent link: https://www.econbiz.de/10010193280
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Jump volatility estimates of high frequency data and analysis based on HHT
Chen, Jiangrui
;
Yin, Lianqian
;
Hou, Sizhe
;
Zhang, Wei
; …
- In:
International journal of economics and finance
7
(
2015
)
11
,
pp. 242-249
Persistent link: https://www.econbiz.de/10011401479
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Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian
;
Gu, Gao-Feng
;
Jiang, Zhi-Qiang
;
Xiong, Xiong
; …
- In:
Computational economics
50
(
2017
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
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Daily happiness and stock returns : the case of Chinese company listed in the United States
Li, Xiao
;
Shen, Dehua
;
Xue, Mei
;
Zhang, Wei
- In:
Economic modelling
64
(
2017
),
pp. 496-501
Persistent link: https://www.econbiz.de/10011761297
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R2 and idiosyncratic volatility : which captures the firm-specific return variation?
Zhang, Wei
;
Li, Xiao
;
Shen, Dehua
;
Teglio, Andrea
- In:
Economic modelling
55
(
2016
),
pp. 298-304
Persistent link: https://www.econbiz.de/10011642527
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Market reaction to internet news : information diffusion and price pressure
Zhang, Yongjie
;
Song, Weixin
;
Shen, Dehua
;
Zhang, Wei
- In:
Economic modelling
56
(
2016
),
pp. 43-49
Persistent link: https://www.econbiz.de/10011645851
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