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Publications by Wessel Marquering

The Economic Value of Predicting Stock Index Returns and Volatility

Journal of Financial and Quantitative Analysis

English

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Unexpected Information Demand and Volatility Clustering of Chinese Stock Returns: Evidence From Baidu Index

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The Relationship Between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs

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The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry

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Impact of Crude Oil Price Volatility on Southeast Asian Stock Returns

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