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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994
Persistent link: https://www.econbiz.de/10000897287
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The risk and return from factors
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997
Persistent link: https://www.econbiz.de/10000634580
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The stock market valuation of research and development expenditures
Chan, Louis K. C.; Lakonishok, Josef; Sougiannis, Theodore - 1999
Persistent link: https://www.econbiz.de/10001399757
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On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1999
Persistent link: https://www.econbiz.de/10001378371
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Robust measurement of beta risk
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
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Momentum strategies
Chan, Louis K. C. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1681-1713
Persistent link: https://www.econbiz.de/10001211774
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Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018
Persistent link: https://www.econbiz.de/10011995731
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Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
Persistent link: https://www.econbiz.de/10010520828
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Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011788040