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Cross-sectional performance and investor sentiment in a multiple risk factor model
Berger, Dave; Turtle, Harry J. - In: Journal of banking & finance 36 (2012) 4, pp. 1107-1121
Persistent link: https://www.econbiz.de/10009557815
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Emerging market crises and US equity market returns
Berger, Dave; Turtle, Harry J. - In: Global finance journal 22 (2011) 1, pp. 32-41
Persistent link: https://www.econbiz.de/10009271677
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Variance spillover and skewness in financial asset returns
Korkie, Robert M.; Sivakumar, Ranjini; Turtle, Harry J. - In: The financial review : the official publication of the … 41 (2006) 1, pp. 139-156
Persistent link: https://www.econbiz.de/10003274792
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Tests of conditional asset pricing with time-varying moments and risk prices
Turtle, Harry J. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10001166028
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A contingent claim analysis of closed-end fund premia
Korkie, Robert M.; Nakamura, Masao; Turtle, Harry J. - In: International review of financial analysis 10 (2001) 4, pp. 365-394
Persistent link: https://www.econbiz.de/10001651756
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Testing the CAPM across observed and fundamental returns
Berger, Dave - In: Applied financial economics 21 (2011) 7/9, pp. 625-636
Persistent link: https://www.econbiz.de/10009153240
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Financial turbulence and beta estimation
Berger, Dave - In: Applied financial economics 23 (2013) 1/3, pp. 251-263
Persistent link: https://www.econbiz.de/10009718964
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Semiparametric ARCH models : an estimating function approach
Li, David; Turtle, H. J. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 174-186
Persistent link: https://www.econbiz.de/10001469578