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Predicting stock returns : a risk measurement perspective
Dai, Zhifeng; Kang, Jie; Wen, Fenghua - In: International review of financial analysis 74 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
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Liquidity, implied volatility and tail risk: a comparison of liquidity measures
Ramos, Henrique Pinto; Righi, Marcelo Brutti - In: International review of financial analysis 69 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012316872
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Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano; Nave Pineda, Juan M. - In: International review of financial analysis 86 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
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Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze; Gao, Xiangyun; Huang, Shupei; Sun, Qingru; … - In: International review of financial analysis 84 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
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Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures : a comparative study
Nonejad, Nima - In: International review of financial analysis 83 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013455034
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New evidence on the price and liquidity effects of the FTSE 100 index revisions
Mazouz, Khelifa; Saadouni, Bharim - In: International review of financial analysis 16 (2007) 3, pp. 223-241
Persistent link: https://www.econbiz.de/10003510451
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Information and volatility linkage under external shocks evidence from dually listed Australian stocks
Alaganar, Vairamuththu T.; Bhar, Ramaprasad - In: International review of financial analysis 11 (2002) 1, pp. 59-71
Persistent link: https://www.econbiz.de/10001745211
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Modeling daily price limits
Chou, Pin-huang - In: International review of financial analysis 8 (1999) 3, pp. 283-301
Persistent link: https://www.econbiz.de/10001495528
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The determinants of institutional demand for common stock : tests of the CAPM vs. individual stock attributes
Eakins, Stanley G. - In: International review of financial analysis 5 (1996) 3, pp. 237-257
Persistent link: https://www.econbiz.de/10001233345
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Introduction of dual-class shares : further evidence on Canadian pro-rata distributions
Kryzanowski, Lawrence - In: International review of financial analysis 4 (1995) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10001201559