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Stivers, Chris
11
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7
Connolly, Robert
4
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Journal of financial and quantitative analysis : JFQA
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OLC EcoSci
ECONIS (ZBW)
68
RePEc
18
Other ZBW resources
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1
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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2
Market Cycles and the Performance of Relative Strength Strategies
Stivers, Chris
;
Sun, Licheng
- In:
Financial management
42
(
2013
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10010122790
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3
Stock strategies with the January barometer and the yield curve
Sun, Licheng
;
Stivers, Chris
;
Kongera, Ajay
- In:
Journal of investment management : JOIM
11
(
2013
)
1
,
pp. 32-49
Persistent link: https://www.econbiz.de/10010147449
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4
Returns and option activity over the option-expiration week for S&P 100 stocks
Stivers, Chris
;
Sun, Licheng
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4226-4240
Persistent link: https://www.econbiz.de/10010177809
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5
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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6
Nonlinear Drift and Stochastic Volatility: An Empirical Investigation of Short-Term Interest Rate Models
Sun, Licheng
- In:
The journal of financial research : a publ. of the …
26
(
2003
)
3
,
pp. 389-404
Persistent link: https://www.econbiz.de/10006821258
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7
Regime shifts in interest rate volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10007227713
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8
Stock return dynamics, option volume, and the information content of implied volatility
Mayhew, Stewart
;
Stivers, Chris
- In:
The journal of futures markets
23
(
2003
)
7
,
pp. 615-646
Persistent link: https://www.econbiz.de/10006822761
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9
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS
Connolly, Robert
;
Stivers, Chris
- In:
The journal of financial research : a publ. of the …
28
(
2005
)
2
,
pp. 235-260
Persistent link: https://www.econbiz.de/10006813454
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10
Momentum and Reversals in Equity-Index Returns During Periods of Abnormal Turnover and Return Dispersion
Connolly, Robert
;
Stivers, Chris
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1521-1556
Persistent link: https://www.econbiz.de/10006554764
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