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Publisher: Routledge, part of the Taylor & Francis Group

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Volume 13, Number 11, November 2003

A two-factor model of the German term structure of interest rates
pp. 783-806(24)
Authors: Cassola, Nuno; Luís, Jorge Barros

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Intraday information transmission between DJIA spot and futures markets
pp. 817-827(11)
Authors: Soydemir, Gökçe A.; Petrie, A. George

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Dispersion of analysts' expectations and the cross-section of stock returns
pp. 829-839(11)
Authors: Baik, Bokhyeon; Park, Cheolbeom

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