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Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models
Xiao, Chuxuan; Huang, Winifred; Newton, David P. - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
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The diversification benefits of cryptocurrency factor portfolios : are they there?
Han, Weihao; Newton, David P.; Platanakis, Emmanouil; … - In: Review of quantitative finance and accounting 63 (2024) 2, pp. 469-518
Persistent link: https://www.econbiz.de/10015135905
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The impact of state ownership, formal institutions and resource seeking on acquirers' returns of Chinese M&A
Du, Min; Boateng, Agyenim; Newton, David P. - In: Review of quantitative finance and accounting 47 (2016) 1, pp. 159-178
Persistent link: https://www.econbiz.de/10011595562