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1
A revisit to the dependence structure between the stock and foreign exchange markets : a dependence-switching copula approach
Wang, Yi-chiuan
;
Wu, Yyh-lin
;
Lai, Yi-hao
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1706-1719
Persistent link: https://www.econbiz.de/10009729473
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2
Incomplete information, idiosyncratic volatility and stock returns
Berrada, Tony
;
Hugonnier, Julien
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10009705642
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3
Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
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4
Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang
;
Qiu, Zhigang
;
Shang, Qi
;
Tang, Ke
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4107-4119
Persistent link: https://www.econbiz.de/10010244893
Saved in:
5
Arbitrage risk and the turnover anomaly
Chou, Pin-huang
;
Huang, Tsung-yu
;
Yang, Hung-jeh
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4172-4182
Persistent link: https://www.econbiz.de/10010245601
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6
Bond market event study methods
Ederington, Louis H.
;
Guan, Wei
;
Yang, Zongfei
- In:
Journal of banking & finance
58
(
2015
),
pp. 281-293
Persistent link: https://www.econbiz.de/10011544008
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7
Do negative and positive equity returns share the same volatility dynamics?
Palandri, Alessandro
- In:
Journal of banking & finance
58
(
2015
),
pp. 486-505
Persistent link: https://www.econbiz.de/10011544048
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8
Cojumps in stock prices : empirical evidence
Gilder, Dudley
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
Journal of banking & finance
40
(
2014
),
pp. 443-459
Persistent link: https://www.econbiz.de/10010404700
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9
A novel equity valuation and capital allocation model for use by long-term value-investors
Rajaratnam, Myuran
;
Rajaratnam, Bala
;
Rajaratnam, Kanshukan
- In:
Journal of banking & finance
49
(
2014
),
pp. 483-494
Persistent link: https://www.econbiz.de/10010509259
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10
Long-term US infrastructure returns and portfolio selection
Bianchi, Robert J.
;
Bornholt, Graham
;
Drew, Michael E.
; …
- In:
Journal of banking & finance
42
(
2014
),
pp. 314-325
Persistent link: https://www.econbiz.de/10010408373
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