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1
Short selling and the pricing of PIN information risk
Chen, Chen
;
Liang, Qiqi
;
Stivers, Christopher T.
;
Sun, …
- In:
Journal of financial markets
71
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015178390
Saved in:
2
Mitigating estimation risk in asset allocation : diagonal models versus 1/N diversification
Stivers, Christopher T.
;
Sun, Licheng
- In:
The financial review : the official publication of the …
51
(
2016
)
3
,
pp. 403-433
Persistent link: https://www.econbiz.de/10011550915
Saved in:
3
Short-term momentum and reversals, turnover, and a stock's price-to-52-week-high ratio
Chen, Chen
;
Stivers, Christopher T.
;
Sun, Licheng
-
2024
Persistent link: https://www.econbiz.de/10015179687
Saved in:
4
Abnormal stock returns and shorting around securities class action lawsuits : the role of pre-filing news releases
Stivers, Christopher T.
;
Sun, Licheng
;
Saha, Sounak
- In:
Journal of financial markets
67
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491066
Saved in:
5
Stock returns and inflation shocks in weaker economic times
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Financial management : FM
51
(
2022
)
3
,
pp. 827-867
Persistent link: https://www.econbiz.de/10013468461
Saved in:
6
Equity volatility as a determinant of future term-structure volatility
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
Journal of financial markets
25
(
2015
),
pp. 33-51
Persistent link: https://www.econbiz.de/10011477263
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7
Macroeconomic uncertainty and the distant forward-rate slope
Connolly, Robert A.
;
Dubofsky, David A.
;
Stivers, …
- In:
Journal of empirical finance
48
(
2018
),
pp. 140-161
Persistent link: https://www.econbiz.de/10012109285
Saved in:
8
Economic-state variation in uncertainty-yield dynamics
Connolly, Robert A.
;
Dubofsky, David A.
;
Stivers, …
- In:
Review of asset pricing studies : RAPS
11
(
2021
)
1
,
pp. 60-104
Persistent link: https://www.econbiz.de/10012434665
Saved in:
9
Predicting the equity premium with a high-threshold risk level and the price of risk
Bansal, Naresh K.
;
Stivers, Christopher T.
-
2025
Persistent link: https://www.econbiz.de/10015396001
Saved in:
10
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
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