The impact of US macroeconomic news announcements on Chinese commodity futures
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DOI: 10.1080/14697688.2020.1814006
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- Liu, Zhenya & Lu, Shanglin & Li, Bo & Wang, Shixuan, 2023. "Time series momentum and reversal: Intraday information from realized semivariance," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 54-77.
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