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The effect of government contracts on corporate valuation
Esqueda, Omar A.; Ngo, Thanh; Susnjara, Jurica - In: Journal of banking & finance 106 (2019), pp. 305-322
Persistent link: https://www.econbiz.de/10012224287
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Effect of collateral characteristics on bank performance : evidence from collateralized stocks in Taiwan
Chen, Anlin; Kao, Lanfeng - In: Journal of banking & finance 35 (2011) 2, pp. 300-309
Persistent link: https://www.econbiz.de/10009244323
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Attendance of board meetings and company performance : evidence from Taiwan
Chou, Hsin-i; Chung, Huimin; Yin, Xiangkang - In: Journal of banking & finance 37 (2013) 11, pp. 4157-4171
Persistent link: https://www.econbiz.de/10010245603
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Credit default swap spreads and variance risk premia
Wang, Hao; Zhou, Hao; Zhou, Yi - In: Journal of banking & finance 37 (2013) 10, pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
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Robust minimum variance portfolio with L-infinity constraints
Xing, Xin; Hu, Jinjin; Yang, Yaning - In: Journal of banking & finance 46 (2014), pp. 107-117
Persistent link: https://www.econbiz.de/10010467839
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Options-implied variance and future stock returns
Guo, Hui; Qiu, Buhui - In: Journal of banking & finance 44 (2014), pp. 93-113
Persistent link: https://www.econbiz.de/10010410375
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Variance risk in commodity markets
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Journal of banking & finance 81 (2017), pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
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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
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Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
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Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle; Santos, André A. P.; Ruiz, Esther - In: Journal of banking & finance 118 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012521005