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Uncovering the skewness news impact curve
- 1.ANATOLYEV, S., PETUKHOV, A. Uncovering the skewness news impact curve. Journal of Financial Econometrics. 2016, 14(4), 746-771. ISSN 1479-8409. E-ISSN 1479-8417. Available: doi: 10.1093/jjfinec/nbw005
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