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Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News

L. Spierdijk, Theo Nijman and Arthur van Soest ()
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L. Spierdijk: Tilburg University, Center For Economic Research

No 2002-69, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: stock exchanges; duration analysis (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (4)

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