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Term structure of return correlations and international diversification : evidence from European stock markets
Pan, Ming-Shiun; Liu, Y. Angela; Roth, Herbert J. - In: The European journal of finance 7 (2001) 2, pp. 144-164
Persistent link: https://www.econbiz.de/10001603199
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How many factors are important in U.K. stock returns?
Fletcher, Jonathan - In: The European journal of finance 25 (2019) 13, pp. 1234-1249
Persistent link: https://www.econbiz.de/10012207080
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Model scan of factors in U.K. stock returns
Fletcher, Jonathan; Marshall, Andrew P.; O’Connell, … - In: The European journal of finance 30 (2024) 13, pp. 1548-1561
Persistent link: https://www.econbiz.de/10014636579
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The variance implied conditional correlation
Algaba, Andres; Boudt, Kris; Vanduffel, Steven - In: The European journal of finance 26 (2020) 2/3, pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon; Park, Seyoung; Yoon, Jong Mun - In: The European journal of finance 27 (2021) 1/2, pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
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The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio; Parhizgari, Ali M.; Dupoyet, Brice - In: The European journal of finance 29 (2023) 18, pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
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Cross-distributional robustness of conditional weekday effects : evidence from European equity-index returns
Högholm, Kenneth; Knif, Johan; Pynnönen, Seppo - In: The European journal of finance 17 (2011) 5/6, pp. 377-390
Persistent link: https://www.econbiz.de/10009155391
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An investigation of the stability of returns in Western European equity markets
Sinclair, C. Donald (contributor) - In: The European journal of finance 3 (1997) 1, pp. 87-106
Persistent link: https://www.econbiz.de/10001219141
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Stock returns and economic activity : the UK case
Lovatt, David; Parikh, Ashok K. - In: The European journal of finance 6 (2000) 3, pp. 280-297
Persistent link: https://www.econbiz.de/10001526126
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Explaining the cross-section of stock returns in France: characteristics or risk factors?
Lajili-Jarjir, Souad - In: The European journal of finance 13 (2007) 1/2, pp. 145-158
Persistent link: https://www.econbiz.de/10003438107