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Doukas, John A. - 2013

This paper investigates the performance of carry trade strategies for currencies with non-deliverable forward (NDF) contracts. We find that carry trades for currencies with NDF contracts are associated with higher Sharpe ratios compared to carry trades for currencies with deliverable forward...

Persistent link: https://www.econbiz.de/10013083923

Intraday patterns in foreign exchange returns and realized volatility

Zhang, Hao - In: Finance research letters 27 (2018), pp. 99-104

Persistent link: https://www.econbiz.de/10012006752

Exchange rates and portfolio rebalancing : evidence from emerging economies

Rizeanu, Sorin; Zhang, Hao - In: International journal of economics and finance 5 (2013) 2, pp. 15-27

Persistent link: https://www.econbiz.de/10009705085

The effects of corporate bailout on firm performance : international evidence

Jiang, Zhan; Kim, Kenneth A.; Zhang, Hao - In: Journal of banking & finance 43 (2014), pp. 78-96

Persistent link: https://www.econbiz.de/10010409118

Economic forces and seasonality in security returns

Kryzanowski, Lawrence - In: Review of quantitative finance and accounting 2 (1992) 3, pp. 227-244

Persistent link: https://www.econbiz.de/10001138008

Risk-neutral skewness and stock market returns : a time-series analysis

Li, Xiaowei; Wu, Zhengyu; Zhang, Hao; Zhang, Lu - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014491948

Divergence of opinion and equity returns under different states of earnings expectations

Doukas, John A.; Kim, Chansog; Pantzalis, Christos - In: Journal of financial markets 9 (2006) 3, pp. 310-331

Persistent link: https://www.econbiz.de/10003357668

Daily short interest, idiosyncratic risk, and stock returns

Au, Andrea S.; Doukas, John A.; Onayev, Zhan - In: Journal of financial markets 12 (2009) 2, pp. 290-316

Persistent link: https://www.econbiz.de/10003848786

Divergence of opinion and equity returns

Doukas, John A.; Kim, Chansog; Pantzalis, Christos - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 573-606

Persistent link: https://www.econbiz.de/10003374649

Acquisitions, overconfident managers and self-attribution bias

Doukas, John A.; Petmezas, Dimitris - In: European financial management : the journal of the … 13 (2007) 3, pp. 531-577

Persistent link: https://www.econbiz.de/10003550563