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Bond market event study methods
Ederington, Louis H.; Guan, Wei; Yang, Zongfei - In: Journal of banking & finance 58 (2015), pp. 281-293
Persistent link: https://www.econbiz.de/10011544008
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Do negative and positive equity returns share the same volatility dynamics?
Palandri, Alessandro - In: Journal of banking & finance 58 (2015), pp. 486-505
Persistent link: https://www.econbiz.de/10011544048
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High frequency trading and end-of-day price dislocation
Aitken, Michael J.; Cumming, Douglas J.; Zhan, Feng - In: Journal of banking & finance 59 (2015), pp. 330-349
Persistent link: https://www.econbiz.de/10011544576
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Time-varying international stock market interaction and the identification of volatility signals
Strohsal, Till; Weber, Enzo - In: Journal of banking & finance 56 (2015), pp. 28-36
Persistent link: https://www.econbiz.de/10011488567
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Short-term reversals, short-term momentum, and news-driven trading activity
Chiang, I-Hsuan Ethan; Kirby, Chris; Nie, Ziye Zoe - In: Journal of banking & finance 125 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012819653
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Hazard stocks and expected returns
DeLisle, R. Jared; Ferguson, Michael F.; Kassa, Haimanot; … - In: Journal of banking & finance 125 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012819764
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Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program
Liu, Clark; Wang, Shujing; Wei, K. C. John - In: Journal of banking & finance 126 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012820326
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - In: Journal of banking & finance 122 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
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Listing of classical options and the pricing of discount certificates
Schertler, Andrea - In: Journal of banking & finance 123 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012659941