Next Article in Journal
Stock Market Contagion during the Global Financial Crises: Evidence from the Chilean Stock Market
Next Article in Special Issue
Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak
Previous Article in Journal
Data Envelopment Analysis and Multifactor Asset Pricing Models
Previous Article in Special Issue
Financial Variables, Market Transactions, and Expectations as Functions of Risk
 
 
Article

Article Versions Notes

Int. J. Financial Stud. 2020, 8(2), 25; https://0-doi-org.brum.beds.ac.uk/10.3390/ijfs8020025
Action Date Notes Link
article xml file uploaded 20 April 2020 11:21 CEST Original file -
article xml uploaded. 20 April 2020 11:21 CEST Update https://0-www-mdpi-com.brum.beds.ac.uk/2227-7072/8/2/25/xml
article pdf uploaded. 20 April 2020 11:21 CEST Version of Record https://0-www-mdpi-com.brum.beds.ac.uk/2227-7072/8/2/25/pdf
article html file updated 20 April 2020 11:22 CEST Original file -
article html file updated 7 July 2020 10:24 CEST Update -
article html file updated 21 July 2022 02:26 CEST Update https://www.mdpi.com/2227-7072/8/2/25/html
Back to TopTop