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Greek closed-end fund premia : differences and similarities with US premia and their implications
Hardouvelis, Gikas A.; Tsiritakis, Emmanuel D. - 1996
Persistent link: https://www.econbiz.de/10000940135
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Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P. - 1988
Persistent link: https://www.econbiz.de/10000747918
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Endogenous market thinness and stock price volatility
Pagano, Marco - 1986
Persistent link: https://www.econbiz.de/10000705299
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Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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Volatility and cross correlation across major stock markets
Ramchand, Latha; Susmel, Raul - In: Journal of empirical finance 5 (1998) 4, pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
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Price dynamics in refined petroleum spot and futures markets
Ng, Victor K. - In: Journal of empirical finance 2 (1996) 4, pp. 359-388
Persistent link: https://www.econbiz.de/10001208684
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Time-varying risk : the case of the American computer industry
González-Rivera, Gloria - In: Journal of empirical finance 2 (1996) 4, pp. 333-342
Persistent link: https://www.econbiz.de/10001208686
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International stock price spillovers and market liberalization : evidence from Korea, Japan, and the United States
Kim, Sang W. - In: Journal of empirical finance 2 (1995) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10001183231