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Sailing in rough water : market volatility and corporate finance
Schill, Michael J. - In: The journal of corporate finance : contracting, … 10 (2004) 5, pp. 659-681
Persistent link: https://www.econbiz.de/10002389543
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The pricing of time-varying exchange rate risk in the stock market : a nonparametric approach
Chung, Y. Peter; Zhou, Zhong-guo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009521656
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Exchange rate fluctuations, political risk, and stock returns : some evidence from an emerging market
Bailey, Warren - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 541-561
Persistent link: https://www.econbiz.de/10001218098
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The variation in variance risk premium and its predictive power : evidence from option market sentiments
Chung, Y. Peter; Yoon, Sun-Joong - In: The quarterly journal of finance 10 (2020) 3, pp. 1-46
Persistent link: https://www.econbiz.de/10012627370
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What causes the asymmetric correlation in stock returns?
Chung, Y. Peter; Hong, Hyun A.; Kim, S. Thomas - In: Journal of empirical finance 54 (2019), pp. 190-212
Persistent link: https://www.econbiz.de/10012174849
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Asymmetric correlation as an explanation for the effect of asset skewness on equity returns
Chung, Y. Peter; Kim, Thomas S. - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 686-699
Persistent link: https://www.econbiz.de/10011779392
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Extreme returns and herding of trade imbalances
Chung, Y. Peter; Kim, S. Thomas - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2379-2399
Persistent link: https://www.econbiz.de/10011804723
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Cross-listing waves
Sarkissian, Sergei; Schill, Michael J. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 1, pp. 259-306
Persistent link: https://www.econbiz.de/10011577575