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Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong - In: Pacific-Basin finance journal 55 (2019), pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
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Credit quality implied momentum profits for Islamic stocks
Narayan, Paresh Kumar; Narayan, Seema; Dinh Hoang Bach Phan - In: Pacific-Basin finance journal 42 (2017), pp. 11-23
Persistent link: https://www.econbiz.de/10011800532
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Momentum strategies for Islamic stocks
Narayan, Paresh Kumar; Dinh Hoang Bach Phan - In: Pacific-Basin finance journal 42 (2017), pp. 96-112
Persistent link: https://www.econbiz.de/10011800553
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Is there a financial news risk premium in Islamic stocks?
Narayan, Paresh Kumar; Dinh Hoang Bach Phan; Narayan, Seema - In: Pacific-Basin finance journal 42 (2017), pp. 158-170
Persistent link: https://www.econbiz.de/10011800567
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Tail risks, firm characteristics, and stock returns
Wang, Chen; Xiong, Xiong; Shen, Dehua - In: Pacific-Basin finance journal 75 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013552558
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Signed momentum in the Chinese stock market
Gao, Ya; Guo, Bin; Xiong, Xiong - In: Pacific-Basin finance journal 68 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013332780