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An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects

Hilliard, Jimmy E.; Hilliard, Jitka; Ni, Yinan - In: Quantitative finance 22 (2022) 7, pp. 1231-1246

Persistent link: https://www.econbiz.de/10013367896

The VIX, VXO and realised volatility : a test of lagged and contemporaneous relationships

Adhikari, Binay Kumar; Hilliard, Jimmy E. - In: International journal of financial markets and derivatives 3 (2014) 3, pp. 222-240

Persistent link: https://www.econbiz.de/10010406927

The relationship between equity indices on world exchanges

Hilliard, Jimmy E. - In: The journal of finance : the journal of the American … 34 (1979) 1, pp. 103-114

Persistent link: https://www.econbiz.de/10002845237

Size and price-to-book effects : evidence from the Chinese stock markets

Hilliard, Jitka; Zhang, Haoran - In: Pacific-Basin finance journal 32 (2015), pp. 40-55

Persistent link: https://www.econbiz.de/10011471533

The Role of Market Sentiment in Asset Allocations and Stock Returns

Hilliard, Jitka - 2019

We investigate the role of mutual fund flows in incorporating market sentiment into asset prices. We show that retail investors adjust their investments among mutual fund categories in response to changes in market sentiment. Consistent with sentiment-induced price pressure through fund flows,...

Persistent link: https://www.econbiz.de/10012903687

World oil prices and equity returns of major oil and auto companiens

Hilliard, Jimmy E.; Danielsen, Albert L. - In: Resources and energy : a journal devoted to … 6 (1984) 3, pp. 259-276

Persistent link: https://www.econbiz.de/10002845232