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Market volatility and stock returns : the role of liquidity providers

Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial markets 37 (2018), pp. 17-34

Persistent link: https://www.econbiz.de/10012001008

Investor sentiment and aggregate volatility pricing

Labidi, Chiraz; Yaakoubi, Soumaya - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 53-63

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Dynamic stock-bond return correlations and financial market uncertainty

Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88

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Risk on-risk off : a regime switching model for active portfolio management

Dapena, José P.; Serur, Juan Andrés; Siri, Julián R. - 2019

Unlike passive management, where investors almost do not buy and sell securities, active management involves a set of trading rules that govern investment decisions regarding mainly market timing. In this paper, we take the basics of active management and the two fund separation approach, to...

Persistent link: https://www.econbiz.de/10012146691