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Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.; Bellelah, M. O.; Ben Ameur, Hachmi; … - In: Research in international business and finance 39 (2017), pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K. - In: Research in international business and finance 32 (2014), pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
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Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir; Gupta, Rangan; Balcilar, Mehmet - In: Research in international business and finance 42 (2017), pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
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Estimating the conditional equity risk premium in African frontier markets
Othieno, Ferdinand; Biekpe, Nicholas - In: Research in international business and finance 47 (2019), pp. 538-551
Persistent link: https://www.econbiz.de/10012135796
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Speculative dynamics and price behavior in the Shanghai Stock Exchange
Koutmos, Dimitrios; Song, Wei - In: Research in international business and finance 31 (2014), pp. 74-86
Persistent link: https://www.econbiz.de/10010434017
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Determinants of idiosyncratic volatility : evidence from the Indian stock market
Kumari, Jyoti; Mahakud, Jitendra; Hiremath, Gourishankar S. - In: Research in international business and finance 41 (2017), pp. 172-184
Persistent link: https://www.econbiz.de/10011912999
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Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market : evidence from different data frequencies
Liu, Jingzhen - In: Research in international business and finance 48 (2019), pp. 243-257
Persistent link: https://www.econbiz.de/10012135907
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The asymmetric response of volatility to market changes and the volatility smile : evidence from Australian options
Tanha, Hassan; Dempsey, Michael - In: Research in international business and finance 34 (2015), pp. 164-176
Persistent link: https://www.econbiz.de/10011325745
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Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 33 (2015), pp. 334-354
Persistent link: https://www.econbiz.de/10011325853