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Forecasting volatility in the financial markets

Knight, John L. (contributor); Satchell, Stephen (contributor) - 1998

Persistent link: https://www.econbiz.de/10000666770

Linear factor models in finance

Knight, John; Knight, John L.; Satchell, Stephen - 2005

Persistent link: https://www.econbiz.de/10001973380

Constant approximation algorithm for nonuniform capacitated multi-item lot sizing via strong covering inequalities

Li, Shi - In: Mathematics of operations research 45 (2020) 3, pp. 947-965

Persistent link: https://www.econbiz.de/10012293362

Commonality in disagreement

Gong, Qiang; Jacoby, Gady; Li, Shi; Lu, Lei - In: Pacific-Basin finance journal 67 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013258201

Mean-variance theory with imprecise accounting information

Jacoby, Gady; Li, Shi; Wang, Yan - In: Finance research letters 26 (2018), pp. 156-161

Persistent link: https://www.econbiz.de/10012005636

Real estate regulation and default risk on financial lease contracts

Mou, Xuefeng; Li, Shi - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 3, pp. 617-630

Persistent link: https://www.econbiz.de/10014513875

Asset pricing with dividend surprises

Guo, Pancheng; Li, Shi; Wang, Yan - In: Finance research letters 58 (2023) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10014583552

Asset Pricing with Dividend Surprises

Guo, Pancheng; Li, Shi; Wang, Yan - 2023

In this paper, we derive an intertemporal dividend-surprise-augmented asset-pricing model and show that the expected risk premium compensates for stock returns’ exposure to (i) the market-wide dividend-surprise hedge portfolio based on dividend yield surprise and volatilities, in addition to...

Persistent link: https://www.econbiz.de/10014349727

Asset Pricing with Dividend Surprises

Guo, Pancheng; Li, Shi; Wang, Yan - 2023

Persistent link: https://www.econbiz.de/10014353436

The role of occupation in the determination of wages

DeBeyer, J.; Knight, John B. - 1986

Persistent link: https://www.econbiz.de/10000769370