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Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data

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  • Chiang, Thomas C.
  • Doong, Shuh-Chyi

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  • Chiang, Thomas C. & Doong, Shuh-Chyi, 1999. "Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data," Global Finance Journal, Elsevier, vol. 10(2), pages 187-200.
  • Handle: RePEc:eee:glofin:v:10:y:1999:i:2:p:187-200
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    Cited by:

    1. Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi, 2007. "Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange," Annals of Economics and Finance, Society for AEF, pages 21-31.
    2. Ali Naef Mohammad, 2016. "Valuation Tools for Determining the Value of Assets: A Literature Review," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(4), pages 63-72, October.
    3. repec:ksp:journ2:v:4:y:2017:i:2:p:239-249 is not listed on IDEAS

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