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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Brooks, Robert"
~person:"Gibson, Rajna"
~person:"Lien, Da-hsiang Donald"
~person:"Tippett, Mark"
~type_genre:"Article in journal"
~type_genre:"Article"
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Brooks, Robert
Gibson, Rajna
Lien, Da-hsiang Donald
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Hou, Wenxuan
19
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Advances in futures and options research : a research annual
The European journal of finance
The journal of futures markets
55
International review of economics & finance : IREF
38
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24
International review of financial analysis
20
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ECONIS (ZBW)
24
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1
Hedging quantitative easing
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
;
Burg, …
- In:
The European journal of finance
30
(
2024
)
3
,
pp. 323-338
Persistent link: https://www.econbiz.de/10014547880
Saved in:
2
Distributional properties of the book to market ratio and their implications for empirical analysis
Ma, Diandian
;
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
29
(
2023
)
11
,
pp. 1330-1353
Persistent link: https://www.econbiz.de/10014323009
Saved in:
3
The quantity theory of stock prices
Song, Xiaojing
;
Truong, Thu Phuong
;
Tippett, Mark
; …
- In:
The European journal of finance
28
(
2022
)
17
,
pp. 1685-1707
Persistent link: https://www.econbiz.de/10013532257
Saved in:
4
Singular diffusions, constant elasticity of variance processes and logarithmic rates of return
Liu, Siqi
;
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
26
(
2020
)
9
,
pp. 837-853
Persistent link: https://www.econbiz.de/10012207313
Saved in:
5
A hyperbolic model of optimal cash balances
Burg, John van der
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 101-115
Persistent link: https://www.econbiz.de/10012206959
Saved in:
6
Subtle is the Lord, but malicious He is not : the calculation of abnormal stock returns in applied research
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
25
(
2019
)
9
,
pp. 835-855
Persistent link: https://www.econbiz.de/10012207032
Saved in:
7
The Feller diffusion, filter rules and abnormal stock returns
Docherty, Paul
;
Dong, Yizhe
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 426-438
Persistent link: https://www.econbiz.de/10012244331
Saved in:
8
Negative real interest rates
Chen, Jing
;
Ma, Diandian
;
Song, Xiaojong
;
Tippett, Mark
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1447-1467
Persistent link: https://www.econbiz.de/10012014690
Saved in:
9
The Friedman rule and inflation targeting
Guo, Qian
;
Rhys, Huw
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1414-1434
Persistent link: https://www.econbiz.de/10011715439
Saved in:
10
Effects of skewness and kurtosis on production and hedging decisions : a skewed t distribution approach
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1132-1143
Persistent link: https://www.econbiz.de/10011419778
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