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International day-of-the-week effects : an empirical examination of iShares
Mazumder, M. Imtiaz; Chu, Ting-heng; Miller, Edward M.; … - In: International review of financial analysis 17 (2008) 4, pp. 699-715
Persistent link: https://www.econbiz.de/10003765875
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VIX and liquidity premium
Bams, Dennis; Honarvar, Iman - In: International review of financial analysis 74 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803753
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Cross-market volatility index with Factor-DCC
Aboura, Sofiane; Chevallier, Julien - In: International review of financial analysis 42 (2015), pp. 132-140
Persistent link: https://www.econbiz.de/10011573356
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Is gold a Sometime Safe Haven or an Always Hedge for equity investors? : a Markov-Switching CAPM approach for US and UK stock indices
He, Zhen; O'Connor, Fergal A.; Thijssen, Jacco J. J. - In: International review of financial analysis 60 (2018), pp. 30-37
Persistent link: https://www.econbiz.de/10012007458
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Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros; Potamia, Artemis - In: International review of financial analysis 49 (2017), pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
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Fundamental indexation revisited : new evidence on alpha
Balatti, Mirco; Brooks, Chris; Kappou, Konstantina - In: International review of financial analysis 51 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011868655
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Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting; He, Xie; Hamori, Shigeyuki - In: International review of financial analysis 83 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
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Index tracking and beta arbitrage effects in comovement
Liao, Yixin; Coakley, Jerry; Kellard, Neil - In: International review of financial analysis 83 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013461660
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Be greedy when others are fearful : evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes
Day, Min-Yuh; Ni, Yensen - In: International review of financial analysis 90 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014468853
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Information content of sustainability index recomposition : a synthetic portfolio approach
Qiu, Wanling; Cai, Charlie X. - In: International review of financial analysis 88 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014462264