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Journal of financial and quantitative analysis : JFQA
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The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 699-724
Persistent link: https://www.econbiz.de/10010487741
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2
Stock market uncertainty and the stock-bond return relation
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
1
,
pp. 161-194
Persistent link: https://www.econbiz.de/10002699485
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3
An examination of the robustness of the weekend effect
Connolly, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
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4
Stock Market Uncertainty and the Stock-Bond Return Relation
Connolly, Robert
;
Stivers, Chris
;
Sun, Licheng
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
1
,
pp. 161-194
Persistent link: https://www.econbiz.de/10006692375
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5
Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon
Dennis, Patrick
;
Mayhew, Stewart
;
Stivers, Chris
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
2
,
pp. 381-406
Persistent link: https://www.econbiz.de/10007263397
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6
Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums
Stivers, Chris
;
Sun, Licheng
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 987-1015
Persistent link: https://www.econbiz.de/10008732895
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7
Cross-sectional return dispersion and time variation in value and momentum premiums
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 987-1014
Persistent link: https://www.econbiz.de/10008758056
Saved in:
8
Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Dennis, Patrick
;
Mayhew, Stewart
;
Stivers, Christopher T.
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
2
,
pp. 381-406
Persistent link: https://www.econbiz.de/10003331899
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