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Systematic patterns before and after large price changes : evidence from high frequency data from the Paris bourse
Hamelink, Foort - 1998
Persistent link: https://www.econbiz.de/10000997085
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Correlation structure of international equity markets during extremely volatile periods
Longin, François M.; Solnik, Bruno - 1998
Persistent link: https://www.econbiz.de/10000996169
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Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel; Rockinger, Michael - 1994
Persistent link: https://www.econbiz.de/10000907916
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Stochastic equity volatility related to the leverage effect
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909451
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Predictable time-varying components of international asset returns
Solnik, Bruno - 1994
Persistent link: https://www.econbiz.de/10000897103
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On stock market returns and returns on investment
Rockinger, Michael; Restoy, Fernando - 1993
Persistent link: https://www.econbiz.de/10000881687
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Are common swings in international stock returns justified by subsequent changes in national outputs?
Dumas, Bertrand; Harvey, Campbell R.; Ruiz, Pierre - 1997
Persistent link: https://www.econbiz.de/10000976997
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State space symmetry and two-factor option pricing models
Chesney, Marc; Gibson, Rajna - 1994
Persistent link: https://www.econbiz.de/10000907917
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Transaction costs and regulation in high technology industries
Ghertman, Michel; Quélin, Bertrand V. - 1993
Persistent link: https://www.econbiz.de/10000881676
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Competence of the firm and strategic alliances : creation of new capabilities and appropriability
Quélin, Bertrand V. - 1995
Persistent link: https://www.econbiz.de/10000930697