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1
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
2
Misinformation corrections of corporate news : corporate clarification announcements
Yang, Ann Shawing
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012494353
Saved in:
3
Event clustering and abnormal returns : reassessing the informational value of bets
Castellani, Massimiliano
;
Pattitoni, Pierpaolo
; …
-
2012
-
This version: January 27, 2012
-economic network theories (e.g. entropy maximization, spatial interaction
theory
, etc.); (ii) the nature of the analytical relationship …
Persistent link: https://www.econbiz.de/10011734266
Saved in:
4
Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana
;
Slišković, Marina
- In:
International journal of economics and business …
19
(
2020
)
3
,
pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
Saved in:
5
Industry portfolios and macroeconomic news
Järvinen, Jari
-
1997
Persistent link: https://www.econbiz.de/10000970269
Saved in:
6
Industry portfolios, news and business conditions : evidence from the Finnish stock market
Järvinen, Jari
-
1997
Persistent link: https://www.econbiz.de/10000970274
Saved in:
7
No news is good news : an asyymmetric model of changing
volatility
in stock returns
Campbell, John Y.
;
Hentschel, Ludger
-
1991
Persistent link: https://www.econbiz.de/10000817377
Saved in:
8
Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets
Vortelinos, Dimitrios I.
- In:
Review of financial economics : RFE
27
(
2015
),
pp. 58-67
Persistent link: https://www.econbiz.de/10011498320
Saved in:
9
Revealing downturns
Schmalz, Martin C.
;
Zhuk, Sergey
- In:
The review of financial studies
32
(
2019
)
1
,
pp. 338-373
Persistent link: https://www.econbiz.de/10012033498
Saved in:
10
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
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