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Connolly, Robert A.
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Sun, Licheng
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ECONIS (ZBW)
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1
Commonality in the time-variation of stock-stock and stock-bond return comovements
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial markets
10
(
2007
)
2
,
pp. 192-218
Persistent link: https://www.econbiz.de/10003510378
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2
The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 699-724
Persistent link: https://www.econbiz.de/10010487741
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3
Equity volatility as a determinant of future term-structure volatility
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
Journal of financial markets
25
(
2015
),
pp. 33-51
Persistent link: https://www.econbiz.de/10011477263
Saved in:
4
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
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5
Stock strategies with the January barometer and the yield curve
Sun, Licheng
;
Stivers, Christopher T.
;
Kongera, Ajay
- In:
Journal of investment management : JOIM
11
(
2013
)
1
,
pp. 32-49
Persistent link: https://www.econbiz.de/10009744212
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6
An examination of the robustness of the weekend effect
Connolly, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
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7
International equity market comovements : economic fundamentals or contagion?
Connolly, Robert A.
;
Wang, F. Albert
- In:
Pacific-Basin finance journal
11
(
2003
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10001730154
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8
A note on fair value pricing of mutual funds
Bhargava, Rahul
;
Dubofsky, David A.
- In:
Journal of banking & finance
25
(
2001
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001545302
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9
Defensive acquisitions in the banking industry : the takeover premium hypothesis
Baradwaj, Babu G.
- In:
Journal of economics and finance
20
(
1996
)
2
,
pp. 13-21
Persistent link: https://www.econbiz.de/10001221340
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10
Valuation effects of the International Banking Act on foreign banks operating in the United States
Mahajan, Arvind
- In:
Journal of money, credit and banking : JMCB
23
(
1991
)
1
,
pp. 110-119
Persistent link: https://www.econbiz.de/10001102739
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