Similar Search Results

Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis

In, Francis; Kim, Sangbae - In: Journal of multinational financial management 16 (2006) 4, pp. 411-423

Persistent link: https://www.econbiz.de/10007279866

False discoveries in the performance of Australian managed funds

Kim, Sangbae; In, Francis; Ji, Philip Inyeob; Park, … - In: Pacific-Basin Finance Journal 26 (2014) C, pp. 244-256

This paper examines the performance of Australian managed funds by adopting the false discovery rate (FDR). Comparing the estimation results between the four-factor model and the conditional model reveals that the use of conditioning information improves the performance of Australian managed...

Persistent link: https://www.econbiz.de/10010753130

The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis

In, Francis; Kim, Sangbae - In: The journal of business : B 79 (2006) 2, pp. 799-820

Persistent link: https://www.econbiz.de/10006010338

PERFORMANCE EVALUATION - Multihorizon Sharpe Ratios

Kim, Sangbae; In, Francis - In: The journal of portfolio management : a publication of … 31 (2005) 2, pp. 105

Persistent link: https://www.econbiz.de/10006543853

On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis

Kim, Sangbae; In, Francis - In: Journal of international financial markets, … 17 (2007) 2, pp. 167-179

Persistent link: https://www.econbiz.de/10007607185

What drives the term and risk structure of Japanese bonds?

In, Francis; Batten, Jonathan; Kim, Sangbae - In: The quarterly review of economics and finance : journal … 43 (2003) 3, pp. 518-541

Persistent link: https://www.econbiz.de/10007657535

False discoveries in volatility timing of mutual funds

Kim, Sangbae; In, Francis - In: Journal of banking & finance 36 (2012) 7, pp. 2083-2095

Persistent link: https://www.econbiz.de/10009972348

Dynamic interdependence and volatility transmission of Asian stock markets - Evidence from the Asian crisis

In, Francis; Kim, Sangbae; Yoon, Jai Hyung; Viney, … - In: International review of financial analysis 10 (2001) 1, pp. 87

Persistent link: https://www.econbiz.de/10007174553

The influence of foreign stock markets and macroeconomic news announcements on Australian financial markets

Kim, Sangbae; In, Francis - In: Pacific-Basin finance journal 10 (2002) 5, pp. 571-582

Persistent link: https://www.econbiz.de/10007234632

The relationship between stock returns and inflation: new evidence from wavelet analysis

Kim, Sangbae; In, Francis - In: Journal of empirical finance 12 (2005) 3, pp. 435-444

Persistent link: https://www.econbiz.de/10007227712