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Asymmetric dependence, persistence and firm-level stock return predictability
Alcock, Jamie; Andrtikova, Petra - In: Asymmetric dependence in finance : diversification, …, (pp. 198-220). 2018
Persistent link: https://www.econbiz.de/10011978515
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Testing alternative measure changes in nonparametric pricing and hedging of European options
Alcock, Jamie; Smith, Godfrey - In: The journal of futures markets 34 (2014) 4, pp. 320-345
Persistent link: https://www.econbiz.de/10010355426
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International determinants of asymmetric dependence in investment returns
Alcock, Jamie; Sinagl, Petra - In: Journal of international money and finance 122 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013433557