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The impact of derivatives' usage on commercial bank performance : evidence from the recent portfolio behavior of U.S. banks

Soni, Arun; Rose, Peter S. - In: Journal of business and economic perspectives 24 (1998) 2, pp. 54-63

Persistent link: https://www.econbiz.de/10001432347

The 1982 depository institutions act and security returns in the savings and loan industry

Fraser, Donald R. - In: The journal of financial research 13 (1990) 4, pp. 339-347

Persistent link: https://www.econbiz.de/10001142836

A robust and powerful test of abnormal stock returns in long-horizon event studies

Dutta, Anupam; Knif, Johan; Kolari, James W.; … - In: Journal of empirical finance 47 (2018), pp. 1-24

Persistent link: https://www.econbiz.de/10012103461

Return dispersion risk in FX and global equity markets : does it explain currency momentum?

Grobys, Klaus; Heinonen, Jari-Pekka; Kolari, James W. - In: International review of financial analysis 56 (2018), pp. 264-280

Persistent link: https://www.econbiz.de/10012006275

Event study testing with cross-sectional correlation of abnormal returns

Kolari, James W.; Pynnönen, Seppo - In: The review of financial studies 23 (2010) 11, pp. 3996-4025

Persistent link: https://www.econbiz.de/10008759865

Bidder returns in bancassurance mergers : is there evidence of synergy?

Fields, L. Paige; Fraser, Donald R.; Kolari, James W. - In: Journal of banking & finance 31 (2007) 12, pp. 3646-3662

Persistent link: https://www.econbiz.de/10003604354

Foreign exchange risk and the cross-section of stock returns

Kolari, James W.; Moorman, Ted C.; Sorescu, Sorin M. - In: Journal of international money and finance 27 (2008) 7, pp. 1074-1097

Persistent link: https://www.econbiz.de/10003780691

Stock market reaction to good and bad inflation news

Knif, Johan; Kolari, James W.; Pynnönen, Seppo - In: The journal of financial research 31 (2008) 2, pp. 141-166

Persistent link: https://www.econbiz.de/10003757328

Momentum, Market Volatility, and Reversal

Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - 2023

Momentum profits collapse and reversal occurs when preceding market volatility is relatively high. Based on these intertemporal patterns, we implement an investment strategy that switches from momentum to reversal when volatility is high. The proposed switching strategy has two advantages over...

Persistent link: https://www.econbiz.de/10014354007

Momentum and reversal : information from prior returns

Kolari, James W.; Shin, Sang-Ook - In: Applied economics 56 (2024) 3, pp. 318-336

Persistent link: https://www.econbiz.de/10014439916