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A model of two days: discrete news and asset prices

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Authors and Corporations: Wachter, Jessica (Author), Zhu, Yicheng (Author)
Other Authors: Zhu, Yicheng [Author]
Type of Resource: E-Book
Language: English
published:
[Philadelphia, PA Rodney L. White Center for Financial Research] [2021]
Series: Rodney L. White Center for Financial Research: Working papers ; 12, 21
Subjects:
USA
USA
Source: Verbunddaten SWB
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