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The Stock-Bond Return Relation...
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Stivers, Chris
11
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5
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5
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4
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2
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2
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1
Regime-switching in stock index and Treasury futures returns and measures of stock market stress
Bansal, Naresh
;
Connolly, Robert A.
;
Stivers, Chris
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 753-780
Persistent link: https://www.econbiz.de/10008424734
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2
Short-sale constraints and securities lending by exchange-traded funds
Bansal, Naresh
;
McKeon, Ryan
;
Svetina, Marko
- In:
Managerial finance
39
(
2013
)
5
,
pp. 444-456
Persistent link: https://www.econbiz.de/10010122174
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3
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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4
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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5
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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6
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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7
Information content and other characteristics of the daily cross-sectional dispersion in stock returns
Connolly, Robert
;
Stivers, Chris
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 79-112
Persistent link: https://www.econbiz.de/10007225760
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8
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
Saved in:
9
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
Saved in:
10
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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