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Analysis of the effects of pre announcement of S&P 500 index changes
Ivanov, Stoyu I. - In: The international journal of business and finance … 7 (2013) 5, pp. 1-10
Persistent link: https://www.econbiz.de/10010117824
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The effects of crisis on the cointegration between the S&P 100 and the S&P 500 indexes
Ivanov, Stoyu I. - In: The International journal of finance 23 (2011) 2, pp. 6783-6797
Persistent link: https://www.econbiz.de/10010039038
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Quantitative analysis of the price discovery in the NAFTA stock markets
Ivanov, Stoyu I. - In: Global journal of finance and banking issues 4 (2010) 4, pp. 1-14
Persistent link: https://www.econbiz.de/10009905935
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Analysis of the performance of the diamonds ETF around a glitch in the computation of the Dow Jones Industrial Average Index
Ivanov, Stoyu I. - In: Global journal of international business research 4 (2011) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10009905955
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Discretionary deletions from the S&P 500 index : evidence on forecasted and realized
Ivanov, Stoyu I. - In: The international journal of business and finance … 4 (2010) 4, pp. 1-9
Persistent link: https://www.econbiz.de/10009897506
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High-frequency analysis of exchange traded funds' pricing deviation
Ivanov, Stoyu I. - In: Managerial finance 39 (2013) 5, pp. 509-524
Persistent link: https://www.econbiz.de/10010122177
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Analysis of the portfolio diversification benefits of the US defense industry ETFs
Ivanov, Stoyu I.; Payne, Brian C. - In: The International journal of finance 24 (2012) 1, pp. 7085-7094
Persistent link: https://www.econbiz.de/10010146749
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Modeling and forecasting trading volume index: GARCH versus TGARCH approach
Geppert, John M.; Ivanov, Stoyu I.; Karels, Gordon V. - In: The quarterly review of economics and finance : journal … 50 (2010) 2, pp. 141-146
Persistent link: https://www.econbiz.de/10008391695
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Analysis of the effects of ESOP adoption on the company cost of capital
Ivanov, Stoyu I.; Zaima, Janis K. - In: Managerial finance 37 (2011) 2, pp. 173-189
Persistent link: https://www.econbiz.de/10008812090
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An analysis of the importance of S&P 500 discretionary constituent changes
Geppert, John M.; Ivanov, Stoyu I.; Karels, Gordon V. - In: Review of quantitative finance and accounting 37 (2011) 1, pp. 21-35
Persistent link: https://www.econbiz.de/10009138144