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Hedge fund return dependence :...
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ECONIS (ZBW)
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11
Modeling conditional covariances with economic information instruments
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10010488567
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12
Time-varying performance of international mutual funds
Turtle, Harry J.
;
Zhang, Chengping
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 334-348
Persistent link: https://www.econbiz.de/10009615679
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13
Emerging market crises and US equity market returns
Berger, Dave
;
Turtle, Harry J.
- In:
Global finance journal
22
(
2011
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009271677
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14
Variance spillover and skewness in financial asset returns
Korkie, Robert M.
;
Sivakumar, Ranjini
;
Turtle, Harry J.
- In:
The financial review : the official publication of the …
41
(
2006
)
1
,
pp. 139-156
Persistent link: https://www.econbiz.de/10003274792
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15
The dual contributions of information instruments in return models : magnitude and direction predictability
Korkie, Robert M.
;
Sivakumar, Ranjini
;
Turtle, Harry J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 511-523
Persistent link: https://www.econbiz.de/10001712017
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16
Political elections and the resolution of uncertainty : the international evidence
Pantzalis, Christos
;
Stangeland, David A.
;
Turtle, Harry J.
- In:
Journal of banking & finance
24
(
2000
)
10
,
pp. 1575-1604
Persistent link: https://www.econbiz.de/10001511628
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17
Tests of conditional asset pricing with time-varying moments and risk prices
Turtle, Harry J.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10001166028
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18
A contingent claim analysis of closed-end fund premia
Korkie, Robert M.
;
Nakamura, Masao
;
Turtle, Harry J.
- In:
International review of financial analysis
10
(
2001
)
4
,
pp. 365-394
Persistent link: https://www.econbiz.de/10001651756
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19
A note on the analytics and geometry of limiting mean : variance investment opportunity sets
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Review of quantitative finance and accounting
9
(
1997
)
3
,
pp. 289-300
Persistent link: https://www.econbiz.de/10001591118
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20
Blessing or curse? Institutional investment in leveraged ETFs
DeVault, Luke
;
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822207
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