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An evaluation of volatility forecasting techniques
Brailsford, Timothy J. - In: Journal of banking & finance 20 (1996) 3, pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
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Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina; Faff, Robert W. - In: Journal of banking & finance 68 (2016), pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
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Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef; Bevilacqua, Mattia; Faff, Robert W. - In: Journal of economic dynamics & control 159 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
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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