Time to Digest and Volatility Dynamics ∗
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T. Bollerslev | George Tauchen | W. Xiong | Li Peng | Campbell Harvey | Lin Peng | Wei Xiong | Chris Sims | Markus K Brunnermeier | Gregory Chow | Jennifer Francis | David Hsieh | Pete Kyle | Ou-Yang Hui | Katherine Schipper | S. Viswanathan