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Page 1: Literaturverzeichnis978-3-8350-5590-2/1.pdf · Literaturverzeichnis Acker, D. (1999): Stock return volatility and dividend announcements. Review of Quantitative Finance and Accounting,

Literaturverzeichnis

Acker, D. (1999): Stock return volatility and dividend announcements. Review of Quantitative Finance and Accounting, Vol. 12, 221-242.

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Admati, A.R.; Pfleiderer, P. (1989): Divide and conquer: a theory of intraday and day-of-the-week mean effects. Review of Financial Studies, Vol. 2, 189-224.

Admati, A.R.; Pfleiderer, P. (1992a): Trading on information in financial mar-kets. In: Newman, P.; Milgate, M.; Eatwell, J. (eds.): The New Palgrave -Dictionary of Money and Finance, Vol. 3, 677-679, Macmillan Press Lim-ited.

Admati, A.R.; Pfleiderer, P. (1992b): Volume in capital markets In: Newman, P.; Milgate, M.; Eatwell, J. (eds.): The New Palgrave - Dictionary of Money and Finance, Vol. 3, 766-767, Macmillan Press Limited.

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Allen, F.; Michaely, R. (2003): Payout Policy. In: Constantinides, G.M.; Harris, M.; Stulz, R.M. (eds.): Handbook of the Economics of Finance, Vol. 1A, 337-429, Elsevier.

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Andersen, T.G. (1996): Return volatility and trading volume: an information flow interpretation of stochastic volatility. Journal of Finance, Vol. 51, 169-204.

Andersen, T.G. et al. (2003): Micro effects of macro announcements: Real-time price discovery in foreign exchange. American Economic Review, Vol. 93, 38-62.

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