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Firm-level return dispersion and the future volatility of aggregate stock market returns
Stivers, Christopher T. - In: Journal of financial markets 6 (2003) 3, pp. 389-411
Persistent link: https://www.econbiz.de/10001757917
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Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Dennis, Patrick; Mayhew, Stewart; Stivers, Christopher T. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 381-406
Persistent link: https://www.econbiz.de/10003331899
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The other January effect : international, style, and subperiod evidence
Stivers, Christopher T.; Sun, Licheng; Sun, Yong - In: Journal of financial markets 12 (2009) 3, pp. 521-546
Persistent link: https://www.econbiz.de/10003873567
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Stock strategies with the January barometer and the yield curve
Sun, Licheng; Stivers, Christopher T.; Kongera, Ajay - In: Journal of investment management : JOIM 11 (2013) 1, pp. 32-49
Persistent link: https://www.econbiz.de/10009744212
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Returns and option activity over the option-expiration week for S&P 100 stocks
Stivers, Christopher T.; Sun, Licheng - In: Journal of banking & finance 37 (2013) 11, pp. 4126-4240
Persistent link: https://www.econbiz.de/10010245590
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Mitigating estimation risk in asset allocation : diagonal models versus 1/N diversification
Stivers, Christopher T.; Sun, Licheng - In: The financial review : the official publication of the … 51 (2016) 3, pp. 403-433
Persistent link: https://www.econbiz.de/10011550915
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Cross-sectional return dispersion and time variation in value and momentum premiums
Stivers, Christopher T.; Sun, Licheng - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 987-1014
Persistent link: https://www.econbiz.de/10008758056
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Stock market uncertainty and the relation between stock and bond returns
Stivers, Christopher T.; Sun, Licheng - 2002
Persistent link: https://www.econbiz.de/10001683747
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Stock return dynamics, option volume, and the information content of implied volatility
Mayhew, Stewart; Stivers, Christopher T. - In: The journal of futures markets 23 (2002) 7, pp. 615-646
Persistent link: https://www.econbiz.de/10001769715
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Market cycles and the performance of relative strength strategies
Stivers, Christopher T.; Sun, Licheng - In: Financial management 42 (2013) 2, pp. 263-290
Persistent link: https://www.econbiz.de/10010187928