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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze, (2023)
An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
Huffman, Stephen P., (2013)
Value-at-risk and expected stock returns : evidence from Pakistan
Iqbal, Javed, (2014)
Testing the CAPM across observed and fundamental returns
Berger, Dave, (2011)
Financial turbulence and beta estimation
Berger, Dave, (2013)
Investor sentiment : a retail trader activity approach
Berger, Dave, (2022)