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mirando93 documents
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Sources of Short-term Momentum Profits: Evidence from the Russian Stock Market
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Understanding the Sources of Abnormal Returns from the Momentum Strategy
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Empirical likelihood estimation of interest rate diusion model
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Building the Next Silicon Valley
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1189809646 FOREX Risk Premium in Armenia Poghosyan, Kocenda and Zemcik
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The design of syndicates in venture capital
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Trading, Profits, and Volatility in a Dynamic Information Network Model
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The Role of Jumps in Foreign Exchange Rates
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Normality, Modal Risk Level, and Exchange-Rate Jumps
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Option Pricing Implications of a Stochastic Jump Rate
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Modeling foreign exchange rates with jumps
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Testing Option Pricing Models with Stochastic Volatility, Random Jump and Stochastic Interest Rate
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Closed-form solutions for options in incomplete markets
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Stochastic Volatility and Jumps in Interest Rates: An Empirical Analysis
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Inequity in the face of death
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Disclosing Advisor's Interests Neither Hurts Nor Helps
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Credit Ratings and The Cross-Section of Stock Returns
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Innovation and the Financial Guillotine
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PRICING POWER DERIVATIVES: A TWO-FACTOR JUMP-DIFFUSION APPROACH
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The Cost of Waiting
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Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems
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