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~accessRights:"restricted"
~person:"Cakici, Nusret"
~person:"Fabozzi, Frank J."
~person:"Faff, Robert W."
~person:"Shleifer, Andrei"
~subject:"Volatilität"
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Cakici, Nusret
Fabozzi, Frank J.
Faff, Robert W.
Shleifer, Andrei
Gupta, Rangan
64
Bouri, Elie
30
Ma, Feng
27
Wang, Yudong
19
Pierdzioch, Christian
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Demirer, Rıza
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Molnár, Peter
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Nonejad, Nima
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Ryu, Doojin
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Shahzad, Syed Jawad Hussain
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Xuan Vinh Vo
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Accounting research journal
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ECONIS (ZBW)
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1
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
2
Further evidence on idiosyncratic risk and REIT pricing : a cross-country analysis
Mi, Lin
;
Benson, Karen
;
Faff, Robert W.
- In:
Accounting research journal
29
(
2016
)
1
,
pp. 34-58
Persistent link: https://www.econbiz.de/10011578767
Saved in:
3
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
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