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Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China. (2024). Wu, Ji ; Chen, Longxuan ; Hao, Jing.
In: Energy Economics.
RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300748x.

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  1. The geopolitics of crude oil futures contracts benchmarks: RMB-denominated oil futures and the shift towards autonomy. (2025). Goghie, Alexandru-Stefan.
    In: SocArXiv.
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  2. Chinese corporate governance research over the last decade (2014 - 2023). (2025). He, Feng ; Zheng, Guohong ; Han, Wei ; Xiao, Zhongyi.
    In: International Review of Financial Analysis.
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  3. Financial innovation and corporate climate policy uncertainty exposure: Evidence from Chinas crude oil futures. (2025). Zhang, Wei ; Wang, Ziqiao ; Chen, Longxuan.
    In: Energy Economics.
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  4. Downward pressure, investment style and performance persistence of institutional investors. (2024). Sha, Yezhou ; Wu, XI.
    In: International Review of Economics & Finance.
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  5. Local government debt and corporate tax avoidance: Evidence from China. (2024). Shen, Zhihan ; Zhang, Ruipeng ; Li, Peigong.
    In: International Review of Economics & Finance.
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  6. Synthesization of macroeconomic policies and stock return synchronicity: Evidence from countries along the Belt and Road Initiative. (2024). Sha, Yezhou ; Li, Lingyi ; Xie, Haixia.
    In: Pacific-Basin Finance Journal.
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  7. Sociopolitical activity and corporate default risk: Evidence from the targeted poverty alleviation program in China. (2024). Zhang, Xiaotao ; Wang, Ziqiao.
    In: International Review of Financial Analysis.
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  8. Competitive imitation and corporate innovation in private enterprises. (2024). Chen, Longxuan ; Wu, Haomin.
    In: International Review of Financial Analysis.
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  9. Female directors and CSR: Does the presence of female directors affect CSR focus?. (2024). Ren, Xingzi ; Wang, Xing ; Lei, Xingfan ; Li, Jiarong.
    In: International Review of Financial Analysis.
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  43. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle. (2007). Jiang, Danling ; Doran, James ; Peterson, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:4995.

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  44. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13449.

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  45. Preferred Risk Habitat of Individual Investors. (2007). Huberman, Gur ; Dorn, Daniel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6532.

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  46. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-24.

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  47. The Effect of Long Memory in Volatility on Stock Market Fluctuations. (2007). Nielsen, Morten ; Christensen, Bent Jesper.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-03.

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  48. Realized Volatility and Asymmetries in the A.S.E. Returns. (2006). Thomakos, Dimitrios ; Koubouros, Michail.
    In: Finance.
    RePEc:wpa:wuwpfi:0507012.

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  49. Realized Volatility and Asymmetries in the A.S.E. Returns. (2006). Thomakos, Dimitrios ; Koubouros, Michail.
    In: Finance.
    RePEc:wpa:wuwpfi:0504009.

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  50. Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis. (2006). He, Xuezhong (Tony) ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:186.

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  51. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:331.

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  52. In Search of Distress Risk. (2006). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12362.

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  53. Financial Distress and Idiosyncratic Volatility: An Empirical Investigation. (2006). Chollete, Loran ; Chen, Jing.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2006_008.

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  54. Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims. (2006). zhang, xiaoyan ; Wang, Zhenyu.
    In: Staff Reports.
    RePEc:fip:fednsr:265.

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  55. Stock returns and volatility: pricing the short-run and long-run components of market risk. (2006). Rosenberg, Joshua ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:254.

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  56. Visible and hidden risk factors for banks. (2006). Stiroh, Kevin ; Schuermann, Til.
    In: Staff Reports.
    RePEc:fip:fednsr:252.

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  57. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-036.

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  58. Aggregate idiosyncratic volatility in G7 countries. (2006). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-027.

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  59. Expected stock returns and variance risk premia. (2006). Zhou, Hao ; Bollerslev, Tim.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-11.

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  60. Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns. (2006). Jiang, Danling.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-8.

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  61. In search of distress risk. (2005). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4221.

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  62. Downside Risk. (2005). Xing, Yuhang ; Ang, Andrew ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11824.

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  63. Idiosyncratic volatility, stock market volatility, and expected stock returns. (2005). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-028.

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  64. Using implied volatility to measure uncertainty about interest rates. (2005). Neely, Christopher.
    In: Review.
    RePEc:fip:fedlrv:y:2005:i:may:p:407-425:n:v.87no.3.

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  65. Variance Risk Premia. (2004). Wu, Liuren ; Carr, Peter.
    In: Finance.
    RePEc:wpa:wuwpfi:0409015.

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  66. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10327.

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  67. A rational pricing explanation for the failure of CAPM. (2004). Guo, Hui.
    In: Review.
    RePEc:fip:fedlrv:y:2004:i:may:p:23-34:n:v.86no.3.

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  68. Does idiosyncratic risk matter: another look. (2003). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-025.

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