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Common factors and local factors : implications for term structures and exchange rates

Ahn, Dong-Hyun - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 69-102

Persistent link: https://www.econbiz.de/10001988559

Quadratic term structure models : theory and evidence

Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A. Ronald - In: The review of financial studies 15 (2002) 1, pp. 243-288

Persistent link: https://www.econbiz.de/10001639617

Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return

Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999

Persistent link: https://www.econbiz.de/10001394327

Hedging the interest rate risk of Bradys : the case of Argentinian fixed and floating-rate bonds

Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: Emerging market capital flows : proceedings of a …, (pp. 307-317). 1998

Persistent link: https://www.econbiz.de/10001395758

Bond spreads, market integration and contagion in the 2007-2008 crisis

Kim, Chae-yŏng; Ahn, Dong-Hyun; Ko, Eun-Young - In: Seoul journal of economics 30 (2017) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011641581

Forecasting volatility

Figlewski, Stephen - In: Financial markets, institutions & instruments 6 (1997) 1

Persistent link: https://www.econbiz.de/10001217426

What goes into risk-neutral volatility? : empirical estimates of risk and subjectve risk preferences

Figlewski, Stephen - In: The journal of portfolio management : a publication of … 43 (2016) 1, pp. 29-42

Persistent link: https://www.econbiz.de/10011686157

Framing Effects in the Chinese Stock Market : A Test of New Measurement to Firm-Special Behavioral Characteristic

Xie, Jun - 2020

This paper provides a measurement of framing effects in the stock market by using actual market open trading data, and provide a test of this new firm-special behavioral characteristic. We adopt univariate and bivariate portfolio-level analyses with seminal rational and behavioral factors, to...

Persistent link: https://www.econbiz.de/10012827659

Intraday sentiment and market returns

Gao, Bin; Liu, Xihua - In: International review of economics & finance : IREF 69 (2020), pp. 48-62

Persistent link: https://www.econbiz.de/10012486317

A futures pricing model with long-term and short-term traders

Gao, Bin; Xie, Jun; Jia, Yun - In: International review of economics & finance : IREF 64 (2019), pp. 9-28

Persistent link: https://www.econbiz.de/10012322219