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On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe
Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183
Persistent link: https://www.econbiz.de/10012264953
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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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Uncertainty triggers overreaction : evidence from corporate takeovers
Black, Emma L.; Guo, Jie Michael; Hu, Nan; … - In: The European journal of finance 23 (2017) 13/15, pp. 1362-1389
Persistent link: https://www.econbiz.de/10012014396
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Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: The European journal of finance 25 (2019) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
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The financial strength anomaly in the UK : information uncertainty or liquidity?
Kumsta, René; Vivian, Andrew - In: The European journal of finance 26 (2020) 10, pp. 925-957
Persistent link: https://www.econbiz.de/10012207343
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The Feller diffusion, filter rules and abnormal stock returns
Docherty, Paul; Dong, Yizhe; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 24 (2018) 4/6, pp. 426-438
Persistent link: https://www.econbiz.de/10012244331
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Stochastic portfolio theory and the low beta anomaly
Agapova, Anna; Ferguson, Robert; Leistikow, Dean - In: The European journal of finance 25 (2019) 5, pp. 415-434
Persistent link: https://www.econbiz.de/10012206986
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Subtle is the Lord, but malicious He is not : the calculation of abnormal stock returns in applied research
Melia, Adrian; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 25 (2019) 9, pp. 835-855
Persistent link: https://www.econbiz.de/10012207032
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Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine; Bouchaud, Jean-Philippe; Benzaquen, Michael - In: The European journal of finance 28 (2022) 7, pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
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Is there a risk and return relation?
Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949