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type_genre:"Working Paper"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion papers in economics"
~subject:"Stock market"
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When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
Saved in:
2
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
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3
The asymmetric effect of the business sycle on the relation between stock market returns and their volatility
Smith, Peter N.
(
contributor
);
Sorensen, S.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003265956
Saved in:
4
Asset markets and endogeneous liquidity
Redding, Lee Scott
;
Faruqee, Hamid
-
2000
Persistent link: https://www.econbiz.de/10001611732
Saved in:
5
Tests of structural stability of risk premia and returns relationships
Karanikas, Evangelos
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980793
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