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Diversification, rationality and the Asian economic crisis
Bowman, Robert G.; Kam Fong Chan; Comer, Matthew R. - In: Pacific-Basin finance journal 18 (2010) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003934612
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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan; Bowman, Robert G.; Neely, Christopher J. - 2017 - This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan; Bowman, Robert G.; Neely, Christopher J. - In: Journal of empirical finance 43 (2017), pp. 43-58
Persistent link: https://www.econbiz.de/10011817903