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Regime-switsching in stock index and treasury futures returns and measures of stock market stress
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: The journal of futures markets 30 (2010) 8, pp. 753-779
Persistent link: https://www.econbiz.de/10003985087
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Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion
Connolly, Robert A.; Stivers, Christopher T. - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1521-1556
Persistent link: https://www.econbiz.de/10001781162
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Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Dennis, Patrick; Mayhew, Stewart; Stivers, Christopher T. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 381-406
Persistent link: https://www.econbiz.de/10003331899