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Systemic risk measurement in banking using self-organizing maps

Kolari, James W.; Sanz, Ivan - In: Journal of banking regulation 18 (2017) 4, pp. 338-358

Persistent link: https://www.econbiz.de/10012010244

The Fisher puzzle, real rate anomaly, and Wicksell effect

Anari, Ali; Kolari, James W. - In: Journal of empirical finance 52 (2019), pp. 128-148

Persistent link: https://www.econbiz.de/10012170669

Competition, concentration and critical mass : why the Herfindahl-Hirschman idex is a biased competition measure

Bos, Jaap W. B.; Chan, Yee Ling; Kolari, James W.; … - In: Handbook of competition in banking and finance, (pp. 58-88). 2017

Persistent link: https://www.econbiz.de/10011793225

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

Testing the information-based trading hypothesis in the option market : evidence from share repurchases

Badshah, Ihsan Ullah; Koerniadi, Hardjo; Kolari, James W. - In: Journal of risk and financial management : JRFM 12 (2019) 4/179, pp. 1-11

The informed options trading hypothesis posits that option prices lead stock prices. In this paper, we extended the research on this hypothesis to open-market share repurchases. Empirical tests showed that the implied volatility spread was not significantly related to buy-and-hold abnormal stock...

Persistent link: https://www.econbiz.de/10012171287

Excel-Based Business Analysis : Forecasting Key Business Trends

Anari, Ali - 2012

Persistent link: https://www.econbiz.de/10014552564

On long-run stock returns after corporate events

Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. - In: Critical finance review 11 (2022) 1, pp. 117-167

Persistent link: https://www.econbiz.de/10013455601

Commercial banking : the management of risk

Gup, Benton E.; Kolari, James W. - 2005 - 3. ed.

Persistent link: https://www.econbiz.de/10013490420

Introduction to global business : understanding the international environment and global business functions

Gaspar, Julian E.; Arreola-Risa, Antonio; Bierman, Leonard - 2023 - Third edition

Persistent link: https://www.econbiz.de/10014283840

Professional Investment Portfolio Management : Boosting Performance with Machine-Made Portfolios and Stock Market Evidence

Kolari, James W.; Liu, Wei; Pynnönen, Seppo - 2023

Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5:...

Persistent link: https://www.econbiz.de/10014467008