Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
- 期刊名称Journal of Empirical Finance
- 作者Chan, Kam Fong; Bowman, Robert G.; Neely, Christopher J.
- 卷第43卷
- 印刷ISSN0927-5398
- 文件大小556.16KB
- 发表时间2017-09
- DOI10.1016/j.jempfin.2017.05.003
- 页码43-58
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