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Revisiting momentum profits in emerging markets

Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - In: Pacific-Basin finance journal 65 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013209669

On the stability of stablecoins

Grobys, Klaus; Junttila, Juha; Kolari, James W.; … - In: Journal of empirical finance 64 (2021), pp. 207-223

Persistent link: https://www.econbiz.de/10013259412

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

Better not forget : on the memory of S&P 500 survivor stock companies

Grobys, Klaus; Han, Yao; Kolari, James W. - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-16

This study explores the dependency structure of S&P 500 survivor stocks. Using a hand-collected sample of stocks that survived in the S&P 500 since March 1957, we employ rescaled/range analysis to investigate survivors. First, we find nonlinearities in the return processes of survivor stocks due...

Persistent link: https://www.econbiz.de/10014305602

Investment Valuation and Asset Pricing : Models and Methods

Kolari, James W.; Pynnönen, Seppo - 2023

Chapter 1: Portfolio Theory and Practice -- Chapter 2: Capital Market Conditions -- Chapter 3: Capital Asset Pricing Model (CAPM) -- Chapter 4: The Market Model -- Chapter 5: The Zero-Beta CAPM -- Chapter 6: Alternative CAPM Specifications -- Chapter 7: Arbitrage Pricing Theory -- Chapter 8:...