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Does the Market Believe White Knights and Hostile Bidders are acting in Their Shareholders' Interest?
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- Journal of Accounting & Finance (2158-3625), 2018, v. 18, n. 8, p. 32
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- Article
Forecasting Crude Oil Price Using Multiple Factors.
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- Journal of Risk & Financial Management, 2024, v. 17, n. 9, p. 415, doi. 10.3390/jrfm17090415
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- Article
The Role of U.S. Market on International Risk-Return Tradeoff Relations.
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- Financial Review, 2017, v. 52, n. 3, p. 499, doi. 10.1111/fire.12139
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- Article
Forecasting Stock Index Futures Price Volatility: Linear vs. Nonlinear Models.
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- Financial Review, 2002, v. 37, n. 1, p. 93, doi. 10.1111/1540-6288.00006
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- Article
Empirical Tests of the Proxy Hypothesis.
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- Financial Review, 1990, v. 25, n. 2, p. 251, doi. 10.1111/j.1540-6288.1990.tb00795.x
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- Article
Are the structural changes in mutual funds investing driving the U.S. stock market to its current...
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- Journal of Financial Research, 1999, v. 22, n. 3, p. 317, doi. 10.1111/j.1475-6803.1999.tb00730.x
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- Article
A TEST OF THE RISK PREMIUM HYPOTHESIS.
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- Journal of Financial Research, 1991, v. 14, n. 3, p. 207, doi. 10.1111/j.1475-6803.1991.tb00658.x
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- Article
PRE-OPERATING PERFORMANCES AND IPOS AFTER MARKET RETURNS.
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- International Journal of Business, Accounting & Finance, 2011, v. 5, n. 1, p. 1
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- Article
A FURTHER INVESTIGATION OF THE LEAD--LAG RELATIONSHIP BETWEEN THE SPOT MARKET AND STOCK INDEX FUTURES: EARLY EVIDENCE FROM KOREA.
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- Journal of Futures Markets, 1999, v. 19, n. 2, p. 217, doi. 10.1002/(SICI)1096-9934(199904)19:2<217::AID-FUT5>3.0.CO;2-8
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- Article
State Space Modeling of Price and Volume Dependence: Evidence from Currency Futures.
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- Journal of Futures Markets, 1993, v. 13, n. 4, p. 335, doi. 10.1002/fut.3990130402
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- Article
Inter-Currency Transmission of Volatility in Foreign Exchange Futures.
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- Journal of Futures Markets, 1992, v. 12, n. 6, p. 609, doi. 10.1002/fut.3990120602
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- Article
Optimal Futures Positions for Life Insurance Companies.
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- Journal of Futures Markets, 1992, v. 12, n. 1, p. 105, doi. 10.1002/fut.3990120110
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- Article
A GARCH Examination of the Relationship between Volume and Price Variability in Futures Markets.
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- Journal of Futures Markets, 1991, v. 11, n. 5, p. 613, doi. 10.1002/fut.3990110509
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- Article
A Test of Two Models in Forecasting Stock Index Futures Price Volatility.
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 179, doi. 10.1002/fut.3990110205
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- Article
TRADING VOLUME, PRICE MOMENTUM, AND THE 52-WEEK HIGH PRICE MOMENTUM STRATEGY IN THE SAUDI STOCK MARKET.
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- International Journal of Finance, 2009, v. 21, n. 1, p. 5070
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- Article
TRADING VOLUME, PRICE MOMENTUM, AND THE 52-WEEK HIGH PRICE MOMENTUM STRATEGY IN THE SAUDI STOCK MARKET.
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- International Journal of Finance, 2007, v. 19, n. 4, p. 4533
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- Article
Managerial sentiment and predicted and opportunistic special items.
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- Journal of Corporate Accounting & Finance (Wiley), 2023, v. 34, n. 3, p. 302, doi. 10.1002/jcaf.22626
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- Article
Intra-Industry Effects of Earnings Restatements Due to Accounting Irregularities.
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- Journal of Business Finance & Accounting, 2006, v. 33, n. 5/6, p. 696, doi. 10.1111/j.1468-5957.2006.00607.x
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- Article
A CAUSALITY TEST OF THE OCTOBER CRASH OF 1987: EVIDENCE FROM ASIAN STOCK MARKETS.
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- Journal of Business Finance & Accounting, 1996, v. 23, n. 3, p. 439, doi. 10.1111/j.1468-5957.1996.tb01131.x
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- Article
CONDITIONAL HETEROSKEDASTICITY AND THE WEEKEND EFFECT IN S&P 500 INDEX FUTURES.
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- Journal of Business Finance & Accounting, 1994, v. 21, n. 4, p. 603, doi. 10.1111/j.1468-5957.1994.tb00339.x
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- Article