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The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Journal of banking & finance 154 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
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Weighted least squares realized covariation estimation
Li, Yifan; Nolte, Ingmar; Vasios, Michalis; Voev, Valeri; … - In: Journal of banking & finance 137 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
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International stock-bond correlations in a simple affine asset pricing model
D'Addona, Stefano; Kind, Axel H. - In: Journal of banking & finance 30 (2006) 10, pp. 2747-2765
Persistent link: https://www.econbiz.de/10003376433
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Unobservable systematic risk, economic activity and stock market
De Santis, Roberto A. - In: Journal of banking & finance 97 (2018), pp. 51-69
Persistent link: https://www.econbiz.de/10011967305
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The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Journal of banking & finance 146 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
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Aggregate distress risk and equity returns
Guo, Hui; Jiang, Xiaowen - In: Journal of banking & finance 133 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013257367
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Covariance forecasting in equity markets
Symitsi, Efthymia; Symeonidis, Lazaros; Kourtis, Apostolos - In: Journal of banking & finance 96 (2018), pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
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The determinants of price discovery : evidence from US-Canadian cross-listed shares
Frijns, Bart; Gilbert, Aaron; Tourani Rad, Alireza - In: Journal of banking & finance 59 (2015), pp. 457-468
Persistent link: https://www.econbiz.de/10011544675
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Quote-based competition, market share, and execution quality in NASDAQ-listed securities
Chung, Kee H.; Chuwonganant, Chairat - In: Journal of banking & finance 31 (2007) 9, pp. 2770-2795
Persistent link: https://www.econbiz.de/10003572362
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COVID-19 and market structure dynamics
Cox, Justin; Woods, Donovan - In: Journal of banking & finance 147 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014248224