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Variance spillover and skewness in financial asset returns
Korkie, Robert M.; Sivakumar, Ranjini; Turtle, Harry J. - In: The financial review : the official publication of the … 41 (2006) 1, pp. 139-156
Persistent link: https://www.econbiz.de/10003274792
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The dual contributions of information instruments in return models : magnitude and direction predictability
Korkie, Robert M.; Sivakumar, Ranjini; Turtle, Harry J. - In: Journal of empirical finance 9 (2002) 5, pp. 511-523
Persistent link: https://www.econbiz.de/10001712017
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On the market price of risk
Korkie, Robert M.; Turtle, Harry J. - In: Mathematics and financial economics 15 (2021) 4, pp. 675-718
Persistent link: https://www.econbiz.de/10012616854
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Limiting investment opportunity sets, asset pricing, and the Roll critique
Korkie, Robert M.; Turtle, Harry J. - In: Journal of investment management : JOIM 22 (2024) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10014546322