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Which explains an equity index's return better, the change in its own implied volatility or that for a broader index?
Yu, Susana; Leistikow, Dean - In: Journal of investment management : JOIM 7 (2009) 3, pp. 66-80
Persistent link: https://www.econbiz.de/10003874377
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Continuous univariate distributions
Johnson, Norman Lloyd; Kotz, Samuel; Balakrishnan, N. - 1994
Persistent link: https://www.econbiz.de/10000507697
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Continuous multivariate distributions
Kotz, Samuel; Balakrishnan, Narayanaswamy; Johnson, … - 2000
Persistent link: https://www.econbiz.de/10001433283
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Market efficiency : stock market behaviour in theory and practice
Lo, Andrew W. (contributor) - 1997
Persistent link: https://www.econbiz.de/10000971430
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The likelihood of various stock market return distributions
Markowitz, Harry - In: Journal of risk and uncertainty : JRU (1996), pp. 207-219
Persistent link: https://www.econbiz.de/10001212811
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Advances in behavioral finance
Thaler, Richard H. (contributor) - 1993
economic theory. Nevertheless, as the increasingly exquisite and detailed financial data demonstrate, financial markets often …
Persistent link: https://www.econbiz.de/10002645246
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Financial markets and financial fragility ; Vol. 2
Toporowski, Jan (contributor) - 2010
Persistent link: https://www.econbiz.de/10003996181
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The portfolio flows of international investors
Froot, Kenneth; O'Connell, Paul G. J.; Seasholes, Mark S. - 1998
Persistent link: https://www.econbiz.de/10000673943
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Neue DVFA-Performance-Standards, [Teil] 1
Wittrock, Carsten; Fischer, Bernd R.; Lilla, Jörg - In: Die Bank (1998) 9, pp. 540-542
Persistent link: https://www.econbiz.de/10001396372
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Neue DVFA-Performance-Standards, [Teil] 2
Wittrock, Carsten; Fischer, Bernd R.; Lilla, Jörg - In: Die Bank (1998) 10, pp. 606-611
Persistent link: https://www.econbiz.de/10001396381