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Higher-order Omega : a performance index with a decision-theoretic foundation
Bi, Hongwei; Huang, Rachel J.; Tzeng, Larry Y.; Zhu, Wei - In: Journal of banking & finance 100 (2019), pp. 43-57
Persistent link: https://www.econbiz.de/10012162443
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Additions to and deletions from the S&P 500 index : a resolution to the asymmetric price response puzzle
Kumar, Rajnish; Lawrence, Edward R.; Prakash, Arun J.; … - In: Journal of banking & finance 154 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014491773
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Barrier style contracts under Lévy processes : an alternative approach
Barbachan, José Santiago Fajardo - In: Journal of banking & finance 53 (2015), pp. 179-187
Persistent link: https://www.econbiz.de/10011377718
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Adjusting for the intervalling effect bias in beta : a test using Paris Bourse data
Fung, William - In: Journal of banking & finance 9 (1985) 3, pp. 443-460
Persistent link: https://www.econbiz.de/10001024397
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Purchasing power parity : modeling and testing mean reversion
Goldberg, Lawrence G. - In: Journal of banking & finance 21 (1997) 7, pp. 949-966
Persistent link: https://www.econbiz.de/10001226790
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The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes
Priestley, Richard - In: Journal of banking & finance 20 (1996) 5, pp. 869-890
Persistent link: https://www.econbiz.de/10001203310
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Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility
Chan, Kalok - In: Journal of banking & finance 19 (1995) 1, pp. 173-179
Persistent link: https://www.econbiz.de/10001181847
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Production of information, information asymmetry, and the bid-ask spread : empirical evidence from analysts' forecasts
Chung, Kee H. (contributor) - In: Journal of banking & finance 19 (1995) 6, pp. 1025-1046
Persistent link: https://www.econbiz.de/10001187935
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Reports of beta's death are premature : evidence from the UK
Clare, Andrew D. - In: Journal of banking & finance 22 (1998) 9, pp. 1207-1229
Persistent link: https://www.econbiz.de/10001249316
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Risk aversion and the yield of corporate debt
Wu, Chunchi - In: Journal of banking & finance 20 (1996) 2, pp. 267-281
Persistent link: https://www.econbiz.de/10001195183