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Market discipline prior to bank failure

Jagtiani, Julapa; Lemieux, Catharine M. - In: Journal of economics & business 53 (2001) 2/3, pp. 313-324

Persistent link: https://www.econbiz.de/10001579003

Investor response to initial public offerings and the subsequent secondary equity offerings : evidence from South Korea

Pandey, Vivek K.; Shin, G. Hwan - In: Journal of international business and economics : JIBE 16 (2016) 1, pp. 107-120

Persistent link: https://www.econbiz.de/10011459256

A reexamination of the relationship between liquidity premiums and the level of interest rates

Kiely, Joseph K. - In: Quarterly journal of business and economics : QJBE 34 (1995) 3, pp. 60-70

Persistent link: https://www.econbiz.de/10001187655

The General Agreement on Tariffs and Trade: world trade from a market perspective

Bierman, Leonard - In: Journal of international economic law 17 (1996) 3, pp. 831-850

Persistent link: https://www.econbiz.de/10001213710

Momentum, Market Volatility, and Reversal

Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - 2023

Momentum profits collapse and reversal occurs when preceding market volatility is relatively high. Based on these intertemporal patterns, we implement an investment strategy that switches from momentum to reversal when volatility is high. The proposed switching strategy has two advantages over...

Persistent link: https://www.econbiz.de/10014354007

Momentum and reversal : information from prior returns

Kolari, James W.; Shin, Sang-Ook - In: Applied economics 56 (2024) 3, pp. 318-336

Persistent link: https://www.econbiz.de/10014439916

Dynamic risk adjustment in long-run event study tests

Han, Yao; Kolari, James W.; Pynnönen, Seppo - In: Applied economics 56 (2024) 6, pp. 744-764

Persistent link: https://www.econbiz.de/10014440123

Market volatility, momentum, and reversal : a switching strategy

Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - In: The journal of asset management : a major new, … 25 (2024) 5, pp. 460-478

Persistent link: https://www.econbiz.de/10015192322

Common risk factors in bank stocks

Viale, Ariel M.; Kolari, James W.; Fraser, Donald R. - In: Journal of banking & finance 33 (2009) 3, pp. 464-472

Persistent link: https://www.econbiz.de/10003807630

Stock market reaction to good and bad inflation news

Knif, Johan; Kolari, James W.; Pynnönen, Seppo - In: The journal of financial research 31 (2008) 2, pp. 141-166

Persistent link: https://www.econbiz.de/10003757328