TRADING-VOLUME SHOCKS AND STOCK RETURNS: AN EMPIRICAL ANALYSIS.
- Published in:
- Journal of Financial Research, 2010, v. 33, n. 2, p. 153, doi. 10.1111/j.1475-6803.2010.01266.x
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- Publication type:
- Article
Works matching IS 02702592 AND DT 2010 AND VI 33 AND IP 2
Results: 4
1
2
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS.
- Published in:
- Journal of Financial Research, 2010, v. 33, n. 2, p. 125, doi. 10.1111/j.1475-6803.2010.01265.x
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- Publication type:
- Article
3
EXPECTED VOLATILITY, UNEXPECTED VOLATILITY, AND THE CROSS-SECTION OF STOCK RETURNS.
- Published in:
- Journal of Financial Research, 2010, v. 33, n. 2, p. 103, doi. 10.1111/j.1475-6803.2010.01264.x
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- Publication type:
- Article
4
ON THE ROBUSTNESS OF RANGE-BASED VOLATILITY ESTIMATORS.
- Published in:
- Journal of Financial Research, 2010, v. 33, n. 2, p. 179, doi. 10.1111/j.1475-6803.2010.01267.x
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- Publication type:
- Article