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Good news, bad news and international spillovers of stock return volatility between Japan and the US
Bae, Kee-hong - In: Pacific-Basin finance journal 2 (1994) 4, pp. 405-438
Persistent link: https://www.econbiz.de/10001178925
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Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699
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The cross-sectional and cross-temporal universality of nonlinear serial dependencies : evidence from world stock indices and the Taiwan Stock Exchange
Ammermann, Peter A.; Patterson, Douglas M. - In: Pacific-Basin finance journal 11 (2003) 2, pp. 175-195
Persistent link: https://www.econbiz.de/10001758259
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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
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Predicting dividends in log-linear present value models
Ang, Andrew - In: Pacific-Basin finance journal 20 (2012) 1, pp. 151-171
Persistent link: https://www.econbiz.de/10009629165
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Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei; Yun, Mu Shu - In: Pacific-Basin finance journal 82 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
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Contrarian profits of the firm-specific component on stock returns
Chae, Joon; Kim, Ryumi - In: Pacific-Basin finance journal 61 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012494878
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Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai; Liu, Zhi; Liu, Qiang - In: Pacific-Basin finance journal 68 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
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Fractional dynamics in Japanese financial time series
Barkoulas, John T.; Baum, Christopher F. - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 115- 124
Persistent link: https://www.econbiz.de/10001375758
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A variance ratio test of random walks in exchange rates : evidence from Pacific Basin economies
Ajayi, Richard A. - In: Pacific-Basin finance journal 4 (1996) 1, pp. 77-91
Persistent link: https://www.econbiz.de/10001204431