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Börsenkurs
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ECONIS (ZBW)
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1
Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility
Chan, Kalok
- In:
Journal of banking & finance
19
(
1995
)
1
,
pp. 173-179
Persistent link: https://www.econbiz.de/10001181847
Saved in:
2
Why option prices lag stock prices : a trading-based explanation
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1957-1967
Persistent link: https://www.econbiz.de/10001155911
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3
The predictability of stock returns : a nonparametric approach
Chung, Y. Peter
- In:
Econometric reviews
15
(
1996
)
3
,
pp. 299-330
Persistent link: https://www.econbiz.de/10001212112
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4
How important is capital structure policy to firm survival?
Chung, Y. Peter
;
Na, Hyun Seung
;
Smith, Richard L.
- In:
The journal of corporate finance : contracting, …
22
(
2013
),
pp. 83-103
Persistent link: https://www.econbiz.de/10010126251
Saved in:
5
The pricing of time-varying exchange rate risk in the stock market : a nonparametric approach
Chung, Y. Peter
;
Zhou, Zhong-guo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009521656
Saved in:
6
Asset pricing when returns are nonnormal : fama-french factors versus higher-order systematic comoments
Chung, Y. Peter
;
Schill, Michael J.
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 923-940
Persistent link: https://www.econbiz.de/10003310424
Saved in:
7
Imperfect information and cross-autocorrelation among stock prices
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1211-1230
Persistent link: https://www.econbiz.de/10001152161
Saved in:
8
Special issue on market microstructure
Rhee, S. Ghon
(
contributor
);
Chan, Kalok
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001450500
Saved in:
9
Information in the cash market and stock index future market
Chan, Kalok
-
1990
Persistent link: https://www.econbiz.de/10000839818
Saved in:
10
Investibility and return volatility
Bae, Kee-hong
;
Chan, Kalok
;
Ng, Angela
- In:
Journal of financial economics
71
(
2004
)
2
,
pp. 239-263
Persistent link: https://www.econbiz.de/10001898237
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