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The dynamics of REIT pricing efficiency
Aguilar, Mike; Boudry, Walter I.; Connolly, Robert A. - In: Real estate economics 46 (2018) 1, pp. 251-283
Persistent link: https://www.econbiz.de/10011971813
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An examination of the robustness of the weekend effect
Connolly, Robert A. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
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Information content and other characteristics of the daily cross-sectional dispersion in stock returns
Connolly, Robert A.; Stivers, Christopher T. - In: Journal of empirical finance 13 (2006) 1, pp. 79-112
Persistent link: https://www.econbiz.de/10003278630
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Evidence on the extent and potential sources of long memory in US Treasury security returns and yields
Connolly, Robert A.; Güner, Z. Nuray; Hightower, Kenneth N. - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 689-702
Persistent link: https://www.econbiz.de/10003469732
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Skill, luck and streaky play on the PGA tour
Connolly, Robert A.; Rendleman, Richard J. - In: Journal of the American Statistical Association : JASA 103 (2008) 481, pp. 74-88
Persistent link: https://www.econbiz.de/10003676583
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Commonality in the time-variation of stock-stock and stock-bond return comovements
Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Journal of financial markets 10 (2007) 2, pp. 192-218
Persistent link: https://www.econbiz.de/10003510378
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Regime-switsching in stock index and treasury futures returns and measures of stock market stress
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: The journal of futures markets 30 (2010) 8, pp. 753-779
Persistent link: https://www.econbiz.de/10003985087
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What it takes to win on the PGA TOUR (if your name is "Tiger" or if it isn't)
Connolly, Robert A.; Rendleman, Richard J. - In: Interfaces : the INFORMS journal on the practice of … 42 (2012) 6, pp. 554-576
Persistent link: https://www.econbiz.de/10009699706
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The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 699-724
Persistent link: https://www.econbiz.de/10010487741
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Tournament qualification, seeding and selection efficiency : an analysis of the PGA TOUR's FedExCup
Connolly, Robert A.; Rendleman, Richard J. - 2011 - Rev.
Analytical descriptions of tournament selection efficiency properties are elusive for realistic tournament structures. For example, with more than four competitors, there are very few robust analytical tournament selection efficiency measures. Combining a Monte Carlo simulation with a...
Persistent link: https://www.econbiz.de/10009269495