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A reconsideration of the volume : volatility relationship in the futures market for stocks
Moosa, Imad A.; Bollen, Bernard - In: The Asia Pacific journal of economics and business : APJEB 7 (2003), pp. 2/p78-88
Persistent link: https://www.econbiz.de/10002519336
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A benchmark for measuring bias in estimated daily value at risk
Moosa, Imad A.; Bollen, Bernard - In: International review of financial analysis 11 (2002) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10001745213
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Long-term asymmetry in the USD-DEM spot exchange rate volatility process
Bollen, Bernard - In: Applied financial economics letters 4 (2008) 4/6, pp. 403-407
Persistent link: https://www.econbiz.de/10003808172
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The security market plane
Bollen, Bernard - In: Applied financial economics 20 (2010) 13/15, pp. 1231-1240
Persistent link: https://www.econbiz.de/10009010289
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What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard - In: Applied economics 47 (2015) 7/9, pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
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Idiosyncratic volatility and security returns : Australian evidence
Bollen, Bernard; Skotnicki, Anthony; Veeraraghavan, Madhu - In: Applied financial economics 19 (2009) 19/21, pp. 1573-1579
This article examines whether idiosyncratic risk is priced for equities listed in the Australian Stock Exchange (ASX). Specifically, this article follows the methodology of Bali et al. (2005) and investigates whether idiosyncratic volatility is able to predict 1-month ahead excess returns on the...
Persistent link: https://www.econbiz.de/10003904299
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The financial services reform act and Australian bank risk
Bollen, Bernard; Skully, Michael T.; Wei, Xiaoting - In: Banks and bank systems : international research journal 5 (2010) 1, pp. 58-64
Persistent link: https://www.econbiz.de/10003988877
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The small firm and other confounding effects in asset pricing data : some evidence from Australian markets
Bollen, Bernard; Dempsey, Michael - In: Investment management and financial innovations 7 (2010) 4, pp. 70-76
Persistent link: https://www.econbiz.de/10008841969
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The global financial crisis and its impact on Australian bank risk
Bollen, Bernard; Skully, Michael T.; Tripe, David; Wei, … - In: International review of finance 15 (2015) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10011337032
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Estimating daily volatility in financial markets utilizing intraday data
Bollen, Bernard; Inder, Brett A. - In: Journal of empirical finance 9 (2002) 5, pp. 551-562
Persistent link: https://www.econbiz.de/10001712021