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An examination of the robustness of the weekend effect

Connolly, Robert A. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 133-169

Persistent link: https://www.econbiz.de/10001067243

Information content and other characteristics of the daily cross-sectional dispersion in stock returns

Connolly, Robert A.; Stivers, Christopher T. - In: Journal of empirical finance 13 (2006) 1, pp. 79-112

Persistent link: https://www.econbiz.de/10003278630

Evidence on the extent and potential sources of long memory in US Treasury security returns and yields

Connolly, Robert A.; Güner, Z. Nuray; Hightower, Kenneth N. - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 689-702

Persistent link: https://www.econbiz.de/10003469732

Skill, luck and streaky play on the PGA tour

Connolly, Robert A.; Rendleman, Richard J. - In: Journal of the American Statistical Association : JASA 103 (2008) 481, pp. 74-88

Persistent link: https://www.econbiz.de/10003676583

Commonality in the time-variation of stock-stock and stock-bond return comovements

Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Journal of financial markets 10 (2007) 2, pp. 192-218

Persistent link: https://www.econbiz.de/10003510378

Regime-switsching in stock index and treasury futures returns and measures of stock market stress

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: The journal of futures markets 30 (2010) 8, pp. 753-779

Persistent link: https://www.econbiz.de/10003985087

What it takes to win on the PGA TOUR (if your name is "Tiger" or if it isn't)

Connolly, Robert A.; Rendleman, Richard J. - In: Interfaces : the INFORMS journal on the practice of … 42 (2012) 6, pp. 554-576

Persistent link: https://www.econbiz.de/10009699706

The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 699-724

Persistent link: https://www.econbiz.de/10010487741

Tournament qualification, seeding and selection efficiency : an analysis of the PGA TOUR's FedExCup

Connolly, Robert A.; Rendleman, Richard J. - 2011 - Rev.

Analytical descriptions of tournament selection efficiency properties are elusive for realistic tournament structures. For example, with more than four competitors, there are very few robust analytical tournament selection efficiency measures. Combining a Monte Carlo simulation with a...

Persistent link: https://www.econbiz.de/10009269495

Equity volatility as a determinant of future term-structure volatility

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial markets 25 (2015), pp. 33-51

Persistent link: https://www.econbiz.de/10011477263

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