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Predicting large US commercial bank failures
Kolari, James; Glennon, Dennis; Shin, Hwan; Caputo, Michele - In: Journal of economics and business 54 (2002) 4, pp. 361-388
Persistent link: https://www.econbiz.de/10005941814
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Momentum and reversal : information from prior returns
Kolari, James W.; Shin, Sang-Ook - In: Applied economics 56 (2024) 3, pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
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Dynamic risk adjustment in long-run event study tests
Han, Yao; Kolari, James W.; Pynnönen, Seppo - In: Applied economics 56 (2024) 6, pp. 744-764
Persistent link: https://www.econbiz.de/10014440123
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Nonparametric rank tests for event studies
Kolari, James W.; Pynnönen, Seppo - In: Journal of empirical finance 18 (2011) 5, pp. 953-971
Persistent link: https://www.econbiz.de/10009492522
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Further evidence on long-run abnormal returns after corporate events
Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 421-439
Persistent link: https://www.econbiz.de/10012656438
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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
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Predicting European bank stress tests : survival of the fittest
Kolari, James W.; López Iturriaga, Felix J.; Sanz, … - In: Global finance journal 39 (2019), pp. 44-57
Persistent link: https://www.econbiz.de/10012257029
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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
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A new model of capital asset prices : theory and evidence
Kolari, James W.; Liu, Wei; Huang, Jianhua Z. - 2021
This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black's well-known zero-beta CAPM, itself a more general form of the famous capital asset pricing model (CAPM)...
Persistent link: https://www.econbiz.de/10012318702
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Exchange rate shocks and firm competitiveness in a small, export-oriented economy : the case of Finland
Gulati, Anand B.; Knif, Johan; Kolari, James W. - In: Multinational finance journal : MF ; quarterly … 17 (2013) 1/2, pp. 1-47
Persistent link: https://www.econbiz.de/10011457651