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Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market

✍ Scribed by Baik, Bok; Kang, Hyoung-Goo; Kim, Young Jun

Book ID: 120578354
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 587 KB
Volume: 23
Category: Article
ISSN: 0927-538X
DOI: 10.1016/j.pacfin.2013.01.001

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