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Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market

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  • Bomfim, Antulio N.

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  • Bomfim, Antulio N., 2003. "Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market," Journal of Banking & Finance, Elsevier, vol. 27(1), pages 133-151, January.
  • Handle: RePEc:eee:jbfina:v:27:y:2003:i:1:p:133-151
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