Similar Search Results

An analytical model of risky yield curves

Kolari, James W. - In: The journal of financial research 10 (1987) 4, pp. 295-303

Persistent link: https://www.econbiz.de/10001086201

Dynamics of interest and inflation rates

Anari, Ali; Kolari, James W. - In: Journal of empirical finance 39 (2016), pp. 129-144

Persistent link: https://www.econbiz.de/10011663315

On the structure of financial contagion : econometric tests and Mercocur evidence

Viale, Ariel M.; Bessler, David A.; Kolari, James W. - In: Journal of applied economics 17 (2014) 2, pp. 373-400

Persistent link: https://www.econbiz.de/10011554835

Testing the information-based trading hypothesis in the option market : evidence from share repurchases

Badshah, Ihsan Ullah; Koerniadi, Hardjo; Kolari, James W. - In: Journal of risk and financial management : JRFM 12 (2019) 4/179, pp. 1-11

The informed options trading hypothesis posits that option prices lead stock prices. In this paper, we extended the research on this hypothesis to open-market share repurchases. Empirical tests showed that the implied volatility spread was not significantly related to buy-and-hold abnormal stock...

Persistent link: https://www.econbiz.de/10012171287

Competition, concentration and critical mass : why the Herfindahl-Hirschman idex is a biased competition measure

Bos, Jaap W. B.; Chan, Yee Ling; Kolari, James W.; … - In: Handbook of competition in banking and finance, (pp. 58-88). 2017

Persistent link: https://www.econbiz.de/10011793225

Computing currency invariant indices with an application to minimum variance currency baskets

Hovanov, Nikolai V.; Kolari, James W.; Sokolov, Mikhail V. - In: Journal of economic dynamics & control 28 (2004) 8, pp. 1481-1504

Persistent link: https://www.econbiz.de/10001966065

The power of profit : business and economic analyses, forecasting, and stock market valuation

Anari, Ali; Kolari, James W. - 2010

Persistent link: https://www.econbiz.de/10003831356

Exchange risk and universal returns : a test of international arbitrage pricing theory

Armstrong, Will J.; Knif, Johan; Kolari, James W.; … - In: Pacific-Basin finance journal 20 (2012) 1, pp. 24-40

Persistent link: https://www.econbiz.de/10009629180

Common risk factors in bank stocks

Viale, Ariel M.; Kolari, James W.; Fraser, Donald R. - In: Journal of banking & finance 33 (2009) 3, pp. 464-472

Persistent link: https://www.econbiz.de/10003807630

Dynamic linkages among equity markets : local versus basket currencies

Bessler, David A.; Kolari, James W.; Maung, Thein A. - In: Applied economics 43 (2011) 13/15, pp. 1703-1719

Persistent link: https://www.econbiz.de/10009239323