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Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor.
In: Bank of England working papers.
RePEc:boe:boeewp:0970.

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Cited: 4

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  1. Corporate bond price reversals. (2024). Ivashchenko, Alexey.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782.

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  2. Factors in Swiss franc corporate bond returns. (2023). Manser, Samuel.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00432-3.

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  3. Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo.
    In: Bank of England working papers.
    RePEc:boe:boeewp:1034.

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  31. Uncertainty as a vector of financial contagion: how does it work, and how much does it matter?. (2021). Raffestin, Louis.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2881.

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  32. How noise trading affects informational efficiency: Evidence from an order-driven market. (2021). Kalev, Petko S ; Zhang, Chris H.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001128.

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  33. Are disagreements agreeable? Evidence from information aggregation. (2021). Li, Jiangyuan ; Huang, Dashan ; Wang, Liyao.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:1:p:83-101.

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  34. Optimal collective investment: The impact of sharing rules, management fees and guarantees. (2021). Rach, Manuel ; Nguyen, Thai ; Chen, AN.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302739.

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  35. Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints. (2021). Zhang, Qun ; Liu, Hao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000879.

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  36. Heterogeneous beliefs with herding behaviors and asset pricing in two goods world. (2021). Hu, Duni ; Wang, Hailong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000632.

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  37. The Macroeconomics of Financial Speculation. (2021). Simsek, Alp.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15733.

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  38. Cyclicality of Uncertainty and Disagreement. (2021). Zohar, Osnat.
    In: Bank of Israel Working Papers.
    RePEc:boi:wpaper:2021.09.

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  39. A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI.
    In: Papers.
    RePEc:arx:papers:2108.11921.

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  40. A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI.
    In: Papers.
    RePEc:arx:papers:1802.03708.

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  41. Collateral constraints and asset prices. (2020). Han, Brandon Yueyang ; Chabakauri, Georgy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:3:p:754-776.

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  42. Does news affect disagreement in global markets?. (2020). Chen, Tao.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:109:y:2020:i:c:p:174-183.

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  43. Bubbles and persuasion with uncertainty over market sentiment. (2020). Negrelli, Sara.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:120:y:2020:i:c:p:67-85.

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  44. Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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  45. Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

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  46. Differences of opinion, institutional bids, and IPO underpricing. (2020). Gao, Shenghao ; Yan, Xuemin ; Meng, Qingbin ; Brockman, Paul.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918300282.

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  47. Disagreement beta. (2019). Yan, Hongjun ; Song, Zhaogang ; Lu, Xiaomeng ; Gao, George P.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:107:y:2019:i:c:p:96-113.

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  48. Belief heterogeneity in the option markets and the cross-section of stock returns. (2019). Zhao, Yanhui ; Borochin, Paul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:107:y:2019:i:c:9.

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  49. Differences in options investors’ expectations and the cross-section of stock returns. (2018). Andreou, Panayiotis C ; Tuneshev, Ruslan ; Philip, Dennis ; Kagkadis, Anastasios.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:94:y:2018:i:c:p:315-336.

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