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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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Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Dennis, Patrick; Mayhew, Stewart; Stivers, Christopher T. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 381-406
Persistent link: https://www.econbiz.de/10003331899
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Cross-sectional return dispersion and time variation in value and momentum premiums
Stivers, Christopher T.; Sun, Licheng - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 987-1014
Persistent link: https://www.econbiz.de/10008758056
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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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Stock Market Uncertainty and the Stock-Bond Return Relation
Connolly, Robert; Stivers, Chris; Sun, Licheng - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 161-194
Persistent link: https://www.econbiz.de/10006692375
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Efficient selection of insured currency positions : protective puts vs. fiduciary calls
Conover, James A. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 295-312
Persistent link: https://www.econbiz.de/10001217171
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Efficient Selection of Insured Currency Positions: Protective Puts vs. Fiduciary Calls
Conover, James A.; Dubofsky, David A. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 295-312
Persistent link: https://www.econbiz.de/10006707843
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Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums
Stivers, Chris; Sun, Licheng - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 987-1015
Persistent link: https://www.econbiz.de/10008732895
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Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon
Dennis, Patrick; Mayhew, Stewart; Stivers, Chris - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 381-406
Persistent link: https://www.econbiz.de/10007263397