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Bidder returns in bancassurance mergers : is there evidence of synergy?

Fields, L. Paige; Fraser, Donald R.; Kolari, James W. - In: Journal of banking & finance 31 (2007) 12, pp. 3646-3662

Persistent link: https://www.econbiz.de/10003604354

The General Agreement on Tariffs and Trade: world trade from a market perspective

Bierman, Leonard - In: Journal of international economic law 17 (1996) 3, pp. 831-850

Persistent link: https://www.econbiz.de/10001213710

Do Euro exchange rates follow a martingale? Some out-of-sample evidence

Yang, Jian; Xiaojing Su; Kolari, James W. - In: Journal of banking & finance 32 (2008) 5, pp. 729-740

Persistent link: https://www.econbiz.de/10003702708

Computing currency invariant indices with an application to minimum variance currency baskets

Hovanov, Nikolai V.; Kolari, James W.; Sokolov, Mikhail V. - In: Journal of economic dynamics & control 28 (2004) 8, pp. 1481-1504

Persistent link: https://www.econbiz.de/10001966065

Choosing factors : the international evidence

Grobys, Klaus; Kolari, James W. - In: Applied economics 54 (2022) 6, pp. 633-647

Persistent link: https://www.econbiz.de/10012874235

Return dispersion risk in FX and global equity markets : does it explain currency momentum?

Grobys, Klaus; Heinonen, Jari-Pekka; Kolari, James W. - In: International review of financial analysis 56 (2018), pp. 264-280

Persistent link: https://www.econbiz.de/10012006275

Measuring systemic risk in the US banking system

Kolari, James W.; López Iturriaga, Felix J.; Sanz, … - In: Economic modelling 91 (2020), pp. 646-658

Persistent link: https://www.econbiz.de/10012429144

International tests of the ZCAPM asset pricing model

Kolari, James W.; Huang, Jianhua Z.; Butt, Hilal Anwar; … - In: Journal of international financial markets, … 79 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013358733

The international market for corporate control : evidence from acquisitions of financial firms

Biswas, Rita - In: Global finance journal 8 (1997) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10001228427

Market Risk and the Momentum Mystery

Kolari, James W. - 2019

This paper employs the ZCAPM asset pricing model of Liu, Kolari, and Huang (2018) to show that momentum returns are highly related to market risk arising from return dispersion (RD). Cross-sectional tests show that momentum risk loadings and RD risk loadings are similarly priced in momentum...

Persistent link: https://www.econbiz.de/10012897530