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Value Matters : Predictability of Stock Index Returns
Angelini, Natascia, (2013)
Forecasting Nigerian stock market returns using ARIMA and artificial neural network models
Isenahd, Godknows M., (2014)
Forecasting the variance of stock index returns using jumps and cojumps
Clements, Ada, (2017)
FARVaR : Functional Autoregressive Value-at-Risk
Cai, Charlie X., (2019)
The pricing dynamics of cross-listed securities : the case of Chinese A- and H-shares
Cai, Charlie X., (2011)
Market reaction to earnings news : a unified test of information risk and transaction costs
Zhang, Qi, (2013)