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On the evaluation of marginal expected shortfall
Caporin, Massimiliano; Santucci de Magistris, Paolo - In: Applied economics letters 19 (2012) 1/3, pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
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Testing lead-lag relations between portfolio under price-limits
Chiao, Chaoshin; Hung, Ken; Srivastava, Suresh C. - In: Applied economics letters 11 (2004) 5, pp. 313-317
Persistent link: https://www.econbiz.de/10002032995
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Further evidence from ex-dividend days
Bali, Rakesh; Francis, Jack Clark - In: Applied economics letters 19 (2012) 4/6, pp. 537-540
Persistent link: https://www.econbiz.de/10009630679