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Do hedge funds reduce idiosyncratic risk?
Kang, Namho; Kondor, Péter; Sadka, Ronnie - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 4, pp. 843-877
Persistent link: https://www.econbiz.de/10010486542
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The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 699-724
Persistent link: https://www.econbiz.de/10010487741
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Stock market uncertainty and the stock-bond return relation
Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 161-194
Persistent link: https://www.econbiz.de/10002699485
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An examination of the robustness of the weekend effect
Connolly, Robert A. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
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Maturity driven mispricing of options
Eisdorfer, Assaf; Sadka, Ronnie; Zhdanov, Alexei - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 2, pp. 514-542
Persistent link: https://www.econbiz.de/10012805807
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Flattening the illiquidity curve : retail trading during the COVID-19 lockdown
Ozik, Gideon; Sadka, Ronnie; Shen, Siyi - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 7, pp. 2356-2388
Persistent link: https://www.econbiz.de/10012705181
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Horizon pricing
Kamara, Avraham; Korajczyk, Robert A.; Lou, Xiaoxia; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1769-1793
Persistent link: https://www.econbiz.de/10011654674