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US corporate bond returns : a study of market anomalies based on broad industry groups

Nippani, Srinivas; Arize, Augustine Chuck - In: Review of financial economics : RFE 17 (2008) 3, pp. 157-171

Persistent link: https://www.econbiz.de/10003759717

Does a change in the TED spread impact bank stock returns?

Nippani, Srinivas; Arize, Augustine Chuck; Malhotra, … - In: The journal of wealth management : JWM 24 (2021) 3, pp. 99-112

Persistent link: https://www.econbiz.de/10012698249

Are treasury securities free of default?

Nippani, Srinivas; Liu, Pu; Schulman, Craig T. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 2, pp. 251-265

Persistent link: https://www.econbiz.de/10001626027

Assessing energy mutual funds : performance, risks, and managerial skills

Malhotra, Davinder Kumar; Nippani, Srinivas - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-18

This study investigates the risk-adjusted performance of energy equity mutual funds across a 23-year period, employing the Cumulative Wealth Index (CWI) to gauge their long-term performance relative to benchmark indices. Despite inherent volatility due to the energy sector's cyclical nature,...

Persistent link: https://www.econbiz.de/10014502364

Mean reversion of short-horizon stock returns : asymmetry property

Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163

Persistent link: https://www.econbiz.de/10003277970

Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach

Nam, Kiseok; Pyun, Chong-soo; Arize, Augustine Chuck - In: Journal of empirical finance 9 (2002) 5, pp. 563-588

Persistent link: https://www.econbiz.de/10001712022

Linear and asymmetric analyses of macro-economic and bank-specific determinants of non-performing loans in West African Monetary Zone (WAMZ)

Kalu, Ebere Ume; Arize, Augustine Chuck; Malindretos, John - In: World review of entrepreneurship, management and … 17 (2021) 5, pp. 670-691

Persistent link: https://www.econbiz.de/10012614133

Financial assets, expected return and risk, speculation, uncertainty, and exchange rate determination

Kallianiotis, Ioannis N.; Bianchi, Karen; Arize, … - In: European research studies 23 (2020) 3, pp. 3-30

Persistent link: https://www.econbiz.de/10012286910