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Financial Anomalies

The study analyzes irregularities in daily returns of UK companies on the London Stock Exchange from 1990-2022 using volatility models.

Featured in No. 42 on 27 Mar 2024 ·

Released
10 Mar 2022
First featured
No. 42 · 27 Mar 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
SSRN 4770243

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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