Narrow search
Showing 1 - 10 of 235
Cover Image
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - 2018
Persistent link: https://www.econbiz.de/10011977460
Cover Image
Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - 2014
Persistent link: https://www.econbiz.de/10010407463
Cover Image
Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
Cover Image
Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - Federal Reserve Bank of San Francisco - 2014
We introduce a form of boundedly-rational expectations into a standard asset-pricing model of the exchange rate, where cross-country interest rate differentials are governed by Taylor-type rules. We postulate that agents augment a lagged-information random walk forecast with a term that relates...
Persistent link: https://www.econbiz.de/10011026930
Cover Image
Foreign direct investment and management in Japan : the impact of Japanese corporations' foreign direct investment strategies on managerial decisions and corporate performance in J...
Ma, Jun - In: Have Japanese firms changed? : the lost decade, (pp. 161-190). 2011
Persistent link: https://www.econbiz.de/10008779613
Cover Image
Pricing foreign equity options with stochastic correlation and volatility
Ma, Jun - In: Annals of economics and finance 10 (2009) 2, pp. 303-327
Persistent link: https://www.econbiz.de/10003928802
Cover Image
Entrepreneurial and market orientation relationship to performance: the multicultural perspective
Todorovic, Zelimir William; Ma, Jun - In: Journal of enterprising communities : people and places … 2 (2008) 1, pp. 21-36
Persistent link: https://www.econbiz.de/10003935155
Cover Image
Resolving the paradox of enterprising communities in Eastern Europe
Todorovic, Zelimir William; Ma, Jun - In: Journal of enterprising communities : people and places … 4 (2010) 3, pp. 234-251
Persistent link: https://www.econbiz.de/10008647989
Cover Image
A stochastic correlation model with mean reversion for pricing multi-asset options
Ma, Jun - In: Asia-Pacific financial markets 16 (2009) 2, pp. 97-109
Persistent link: https://www.econbiz.de/10003855660
Cover Image
Understanding the role of entrepreneurial quality and national culture on the economic development
Ma, Jun; Todorovic, Zelimir William - In: International journal of entrepreneurship and small business 16 (2012) 3, pp. 299-313
Persistent link: https://www.econbiz.de/10009575923