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Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures |
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| Authors: | Jing Chen Yu‐Jane Liu Lei Lu Ya Tang |
| Affiliation: | 1. Chen is at the Guanghua School of Management, Peking University, Beijing, China;2. Liu is at the Guanghua School of Management, Peking University, Beijing, China;3. Lu is at the Guanghua School of Management, Peking University, Beijing, China;4. Tang is at Peking University, Beijing, China |
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