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Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš - In: Finance research letters 53 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
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A common pattern across asset pricing anomalies
Božović, Miloš - In: Finance research letters 48 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013464296
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Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Finance research letters 51 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
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Is the Kimchi premium a speculative bubble?
Ok, Hyunmin; Kim, Jinyong; Kim, Yongsik - In: Finance research letters 57 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014513401
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Revealing dynamic intrinsic temporal and spatial scale characteristics of oil price volatility in bubble and non-bubble periods
Chen, Weijia; Huang, Shupei; An, Haizhong - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473286
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Testing for bubbles in stock markets with irregular dividend distribution
Caspi, Itamar; Graham, Meital - In: Finance research letters 26 (2018), pp. 89-94
Persistent link: https://www.econbiz.de/10012005570
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A novel method of detecting carbon asset price jump characteristics based on significant information shocks
Pan, Di; Zhang, Chen; Zhu, Dandan; Ji, Yuanpu; Cao, Wei - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013459127
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How does short selling affect liquidity in financial markets?
Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
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Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony; Walther, Thomas - In: Finance research letters 22 (2017), pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
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Timing of tick size reduction : threshold and smooth transition model analysis
Tabata, Tomoaki - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014576141