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Momentum and reversal : information from prior returns
Kolari, James W.; Shin, Sang-Ook - In: Applied economics 56 (2024) 3, pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
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Dynamic risk adjustment in long-run event study tests
Han, Yao; Kolari, James W.; Pynnönen, Seppo - In: Applied economics 56 (2024) 6, pp. 744-764
Persistent link: https://www.econbiz.de/10014440123
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Market volatility, momentum, and reversal : a switching strategy
Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - In: The journal of asset management : a major new, … 25 (2024) 5, pp. 460-478
Persistent link: https://www.econbiz.de/10015192322
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Dynamics of interest and inflation rates
Anari, Ali; Kolari, James W. - In: Journal of empirical finance 39 (2016), pp. 129-144
Persistent link: https://www.econbiz.de/10011663315
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Return dispersion risk in FX and global equity markets : does it explain currency momentum?
Grobys, Klaus; Heinonen, Jari-Pekka; Kolari, James W. - In: International review of financial analysis 56 (2018), pp. 264-280
Persistent link: https://www.econbiz.de/10012006275
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Man versus machine : on artificial intelligence and hedge funds performance
Grobys, Klaus; Kolari, James W.; Niang, Joachim - In: Applied economics 54 (2022) 40, pp. 4632-4646
Persistent link: https://www.econbiz.de/10013411004
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A new model of capital asset prices : theory and evidence
Kolari, James W.; Liu, Wei; Huang, Jianhua Z. - 2021
This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black's well-known zero-beta CAPM, itself a more general form of the famous capital asset pricing model (CAPM)...
Persistent link: https://www.econbiz.de/10012318702
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Systemic risk measurement in banking using self-organizing maps
Kolari, James W.; Sanz, Ivan - In: Journal of banking regulation 18 (2017) 4, pp. 338-358
Persistent link: https://www.econbiz.de/10012010244
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The Fisher puzzle, real rate anomaly, and Wicksell effect
Anari, Ali; Kolari, James W. - In: Journal of empirical finance 52 (2019), pp. 128-148
Persistent link: https://www.econbiz.de/10012170669
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A robust and powerful test of abnormal stock returns in long-horizon event studies
Dutta, Anupam; Knif, Johan; Kolari, James W.; … - In: Journal of empirical finance 47 (2018), pp. 1-24
Persistent link: https://www.econbiz.de/10012103461