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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial markets"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Baruník, Jozef"
~person:"Cen, Ling"
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Baruník, Jozef
Cen, Ling
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of econometrics
Journal of financial markets
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance a úvěr
1
Finmap working paper
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IES working paper
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Measurement of common risks in tails : a panel quantile regression model for financial returns
Baruník, Jozef
;
Čech, František
- In:
Journal of financial markets
52
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013266273
Saved in:
2
Disagreement, underreaction, and stock returns
Cen, Ling
;
Wei, K. C. John
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 1214-1231
Persistent link: https://www.econbiz.de/10011672898
Saved in:
3
Asymmetric connectedness on the U.S. stock market : bad and good volatility spillovers
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
Journal of financial markets
27
(
2016
),
pp. 55-78
Persistent link: https://www.econbiz.de/10011722220
Saved in:
4
Investor sentiment, disagreement, and the breadth–return relationship
Cen, Ling
;
Lu, Hai
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1076-1091
Persistent link: https://www.econbiz.de/10009751210
Saved in:
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