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source:"econis"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Scandinavian actuarial journal"
~person:"Faff, Robert W."
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Ankündigungseffekt
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Faff, Robert W.
Weiß, Gregor
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Journal of banking & finance
Scandinavian actuarial journal
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ECONIS (ZBW)
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What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
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2
Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew
;
Alcock, Jamie
;
Faff, Robert W.
; …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3085-3099
Persistent link: https://www.econbiz.de/10009777123
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