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The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi; Kim, Tae-hwan; Ergün, Tolga - In: Finance research letters 13 (2015), pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
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Analysis of the global financial crisis using statistical moments
Jun, Doobae; Ahn, Chang-mo; Kim, Gwangil - In: Finance research letters 21 (2017), pp. 47-52
Persistent link: https://www.econbiz.de/10011807486
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Large sample size bias in empirical finance
Michaelides, Michael - In: Finance research letters 41 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013336119
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Deconstructing the Gerber statistic
Flint, Emlyn; Polakow, Daniel - In: Finance research letters 56 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014473719
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Is equity market volatility driven by migration fear?
Czudaj, Robert - In: Finance research letters 27 (2018), pp. 34-37
Persistent link: https://www.econbiz.de/10012006729
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The role of migration fear in (dis)connecting stock markets
Hadhri, Sinda - In: Finance research letters 61 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014491051
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Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong; Sousa, Ricardo M.; Uddin, Mohammed … - In: Finance research letters 12 (2015), pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
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Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Kishor, N. Kundan; Kumari, Swati; Song, Suyong - In: Finance research letters 12 (2015), pp. 92-99
Persistent link: https://www.econbiz.de/10011552261
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Rational speculative bubbles in the US stock market and political cycles
Wang, Miao; Wong, M. C. Sunny - In: Finance research letters 13 (2015), pp. 1-9
Persistent link: https://www.econbiz.de/10011552305
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A simple model of market valuation and trend reversion for U.S. equities : 100 years of bubbles, non-bubbles, and inverse-bubbles
Godek, Paul E. - In: Finance research letters 13 (2015), pp. 29-35
Persistent link: https://www.econbiz.de/10011552324