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1
Tests of excess forecast
volatility
in the foreign exchange and stock markets
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10009571466
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2
Transmission of
volatility
between stock markets
King, Mervyn
;
Wadhwani, Sushil B.
-
1989
Persistent link: https://www.econbiz.de/10000766769
Saved in:
3
Emerging equity market
volatility
Bekaert, Geert
;
Harvey, Campbell R.
-
1995
Persistent link: https://www.econbiz.de/10000928776
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4
The persistence of
volatility
and stock fluctuations
Poterba, James M.
;
Summers, Lawrence Henry
-
1984
Persistent link: https://www.econbiz.de/10002675142
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5
The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason
;
Campbell, John Y.
-
2009
Persistent link: https://www.econbiz.de/10003822202
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6
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
-
2014
Persistent link: https://www.econbiz.de/10010413176
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7
Efficiency and the bear : short sales and markets around the world
Bris, Arturo
;
Goetzmann, William N.
;
Zhu, Ning N.
-
2003
Persistent link: https://www.econbiz.de/10001736561
Saved in:
8
Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
-
1992
Persistent link: https://www.econbiz.de/10000136605
Saved in:
9
The granular nature of large institutional investors
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
; …
-
2016
Persistent link: https://www.econbiz.de/10011490427
Saved in:
10
Volatility
dependence and contagion in emerging equity markets
Edwards, Sebastian
;
Susmel, Raul
-
2001
Persistent link: https://www.econbiz.de/10001614058
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