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Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1991
Persistent link: https://www.econbiz.de/10000827421
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Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien; Engle, Robert F.; Kane, Alex - 1991
Persistent link: https://www.econbiz.de/10000811503
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Indexes of United States stock prices from 1802 to 1987
Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000769012
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Stock market volatility : ten years after the crash
Schwert, George William - 1998
Persistent link: https://www.econbiz.de/10000655412
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Average idiosyncratic volatility in G7 countries
Guo, Hui; Savickas, Robert - In: The review of financial studies 21 (2008) 3, pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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The variability of IPO initial returns
Lowry, Michelle (contributor); Officer, Micah S. (contributor) - 2008 - This draft: November 2008
Persistent link: https://www.econbiz.de/10003785021
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Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui; Savickas, Robert - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10003279769
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Premiums-discounts and exchange traded funds
Engle, Robert F.; Sarkar, Debojyoti - In: The journal of derivatives : the official publication … 13 (2006) 4, pp. 27-45
Persistent link: https://www.econbiz.de/10003346500
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The variability of IPO initial returns
Lowry, Michelle; Officer, Micah S.; Schwert, George William - 2006
Persistent link: https://www.econbiz.de/10003333564