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Modelling time-varying asymmetric information component of ..:

Pérez-Rodríguez, Jorge V. ; Negrín-Hernández, Miguel Ángel
Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad.  45 (2016)  4 - p. 440-465 , 2016
Link: https://doi.org/10.1080/02102412.2016.1236481