Macroeconomic News, Stock Turnover, And Volatility Clustering In Daily Stock Returns
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- Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A., 2015.
"Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries,"
Elsevier, vol. 49(C), pages 132-140.
- Riza Demirer & Shrikant P. Jategaonka & Ahmed Khalifa, 2014. "Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries," Working Papers 858, Economic Research Forum, revised Nov 2014.
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"Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements,"
2011-061, Madras School of Economics,Chennai,India.
- Madhuri Malhotra & M Thenmozhi & Arun Kumar Gopalaswamy, 2012. "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers id:4728, eSocialSciences.
- Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke, 2015.
"Which financial stocks did short sellers target in the subprime crisis?,"
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Elsevier, vol. 54(C), pages 87-103.
- Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke, 2015. "Which financial stocks did short sellers target in the subprime crisis?," Research Discussion Papers 3/2015, Bank of Finland.
- Nikolaos Sariannidis & Evangelos Drimbetas, 2008. "Impact of international volatility and the introduction of Individual Stock Futures on the volatility of a small market," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 119-119.
- Wan, Yang & Clutter, Michael L. & Siry, Jacek P. & Mei, Bin, 2013. "Assessing the impact of macroeconomic news on the U.S. forest products industry portfolio across business cycles: 1963–2010," Forest Policy and Economics, Elsevier, vol. 28(C), pages 15-22.
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