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Portfolio analysis of intraday covariance matrix in the Greek equity market
Vortelinos, Dimitrios I. - In: Research in international business and finance 27 (2013), pp. 66-79
Persistent link: https://www.econbiz.de/10009708102
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Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets
Demirer, Rıza - In: Research in international business and finance 29 (2013), pp. 77-98
Persistent link: https://www.econbiz.de/10009759908
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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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Is idiosyncratic volatility priced in cryptocurrency markets?
Zhang, Wei; Li, Yi - In: Research in international business and finance 54 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012550051
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Idiosyncratic volatility and stock returns : evidence from the MILA
Berggrun, Luis; Lizarzaburu, Edmundo; Cardona, Emilio - In: Research in international business and finance 37 (2016), pp. 422-434
Persistent link: https://www.econbiz.de/10011595317
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Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou; Li, Youwei; Liu, Jiadong - In: Research in international business and finance 46 (2018), pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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Investor sentiment and the mean-variance relationship : European evidence
Wang, Wenzhao - In: Research in international business and finance 46 (2018), pp. 227-239
Persistent link: https://www.econbiz.de/10011983623
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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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The returns, risk and liquidity relationship in high frequency trading : evidence from the Oslo stock market
Minh Thi Hong Dinh - In: Research in international business and finance 39 (2017), pp. 30-40
Persistent link: https://www.econbiz.de/10011876398
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The economic value of Bitcoin : a portfolio analysis of currencies, gold, oil and stocks
Symitsi, Efthymia; Chalvatzis, Konstantinos J. - In: Research in international business and finance 48 (2019), pp. 97-110
Persistent link: https://www.econbiz.de/10012135851