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Capital structure volatility, financial vulnerability, and stock returns : evidence from Korean firms
Chong, Byung-Uk; Kim, Heonsoo - In: Finance research letters 30 (2019), pp. 318-326
Persistent link: https://www.econbiz.de/10012420868
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Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl - In: Finance research letters 23 (2017), pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
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Stock markets and the COVID-19 fractal contagion effects
Okorie, David Iheke; Lin, Boqiang - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490623
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The Russo-Ukrainian war and financial markets : the role of dependence on Russian commodities
Lo, Gaye Del; Marcelin, Isaac; Bassène, Théophile; … - In: Finance research letters 50 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014234113
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Givers or receivers? : return and volatility spillovers between Fintech and the traditional financial industry
Chen, Yuxuan; Chiu, Junmao; Chung, Huimin - In: Finance research letters 46 (2022) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10013342023
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Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao; Huang, Zhuo; Liang, Fang - In: Finance research letters 54 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
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Can the "good-bad" volatility and the leverage effect improve the prediction of cryptocurrency volatility? : evidence from SHARV-MGJR model
Chen, Zhenlong; Liu, Junjie; Hao, Xiaozhen - In: Finance research letters 67 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10015061457
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Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty
Han, SeungOh - In: Finance research letters 68 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015063767
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The new ETF rule : rethinking intraday indicative values
Lachance, Marie-Eve - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012805019
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Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events
Han, SeungOh - In: Finance research letters 65 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014552067