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Conference Measuring and Managing Ethical Risk: How Investing in Ethiics Adds Value <1999, Notre Dame, Ind.>
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1
Bounds on the
autocorrelation
of admissible stochastic discount factors
Chrétien, Stéphane
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1943-1962
Persistent link: https://www.econbiz.de/10009629776
Saved in:
2
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
3
Trading volume and
autocorrelation
: empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik
- In:
Journal of banking & finance
24
(
2000
)
8
,
pp. 1275-1287
Persistent link: https://www.econbiz.de/10001491420
Saved in:
4
Local IPOs, local delistings, and the firm location premium
Baschieri, Giulia
;
Carosi, Andrea
;
Mengoli, Stefano
- In:
Journal of banking & finance
53
(
2015
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011377701
Saved in:
5
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
Liu, Xiaochun
- In:
Journal of banking & finance
82
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011816457
Saved in:
6
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
7
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie
;
McGill, James A.
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
Saved in:
8
Productivity and efficiency at large and community banks in the US : a Bayesian true random effects stochastic distance frontier analysis
Feng, Guohua
;
Zhang, Xiaohui
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1883-1895
Persistent link: https://www.econbiz.de/10009629790
Saved in:
9
Takeover bids and the relative prices of shares that differ in their voting rights
Rydqvist, Kristian
- In:
Journal of banking & finance
20
(
1996
)
8
,
pp. 1407-1425
Persistent link: https://www.econbiz.de/10001208909
Saved in:
10
Pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 785-802
Persistent link: https://www.econbiz.de/10001185511
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