Similar Search Results

Systematic liquidity, characteristic liquidity and asset pricing

Nguyen, Duong; Puri, Tribhuvan N. - In: Applied financial economics 19 (2009) 10/12, pp. 853-868

In this article we examine whether the traditional characteristic liquidity premium can be explained by market liquidity risk. We find that after adjusting for Pastor and Stambaugh market liquidity factor, the level of traditional liquidity remains priced. Also, consistent with previous studies...

Persistent link: https://www.econbiz.de/10003856654

Higher order moment risk in efficient futures portfolios

You, Leyuan; Nguyen, Duong - In: Journal of economics & business 65 (2013), pp. 33-54

Persistent link: https://www.econbiz.de/10009725132

Persistence of volatility in futures markets

Chen, Zhiyao; Daigler, Robert T.; Parhizgari, Ali M. - In: The journal of futures markets 26 (2006) 6, pp. 571-594

Persistent link: https://www.econbiz.de/10003319540

Post-euro EU and US interest rates and foreign exchange rates : are they in harmony or in disarray?

Parhizgari, Ali M.; Pavlova, I. - In: The quarterly review of economics and finance : journal … 47 (2007) 5, pp. 616-636

Persistent link: https://www.econbiz.de/10003699210

The information content of the Banking Regulatory Agencies and the Depository Credit Intermediation Institutions

Elshahat, A.; Parhizgari, Ali M.; Hong, Liang - In: Journal of economics & business 64 (2012) 1, pp. 90-104

Persistent link: https://www.econbiz.de/10009551815

Predicting spot exchange rates in a nonlinear estimation framework using futures prices

Parhizgari, Ali M. - In: The journal of futures markets 17 (1997) 8, pp. 935-956

Persistent link: https://www.econbiz.de/10001232833

Return to shareholders of US targeted companies acquired by foreign corporations

Parhizgari, Ali M. - In: Applied financial economics 5 (1995) 4, pp. 265-272

Persistent link: https://www.econbiz.de/10001186658

Multidimensional analysis of listings and delistings : domestic and foreign markets

You, Leyuan; Parhizgari, Ali M. - In: The international journal of finance 23 (2011) 3, pp. 6881-6915

Persistent link: https://www.econbiz.de/10009655884

Expanding the explanations for the return-volatility relation

Talukdar, Bakhtear; Daigler, Robert T.; Parhizgari, Ali M. - In: The journal of futures markets 37 (2017) 7, pp. 689-716

Persistent link: https://www.econbiz.de/10011950866

Major currency ETFs and their associated spot and futures rates

Padungsaksawasdi, Chaiyuth; Parhizgari, Ali M. - In: Review of Pacific Basin financial markets and policies 20 (2017) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10011779032