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Dividend derivatives
Tunaru, Radu
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 63-81
Persistent link: https://www.econbiz.de/10011905830
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2
MIDAS and dividend growth predictability : revisiting the excess volatility puzzle
Quaye, Enoch Nii Boi
;
Tunaru, Radu
;
Voukelatos, Nikolaos
-
2025
Persistent link: https://www.econbiz.de/10015393911
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3
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
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4
Green-adjusted share prices : a comparison between standard investors and investors with green preferences
Quaye, Enoch Nii Boi
;
Tunaru, Diana
;
Tunaru, Radu
- In:
Journal of financial stability
74
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015083513
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5
Asymmetric implied market volatility and terrorist attacks
Bevilacqua, Mattia
;
Morelli, David
;
Uzan, Paola Sultana …
- In:
International review of financial analysis
67
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012299223
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6
Striking the implied volatility of US drone companies
Bevilacqua, Mattia
;
Morelli, David
;
Uzan, Paola Sultana …
- In:
International review of financial analysis
77
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012806309
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7
The relationship between conditional stock market volatility and conditional macroeconomic volatility empirical evidence based on UK data
Morelli, David
- In:
International review of financial analysis
11
(
2002
)
1
,
pp. 101-110
Persistent link: https://www.econbiz.de/10001745214
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8
Joint conditionality in testing the beta-return relationship : evidence based on the UK stock market
Morelli, David
- In:
Journal of international financial markets, …
21
(
2011
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009259726
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9
Momentum profits and conditional time-varying systematic risk
Morelli, David
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 242-255
Persistent link: https://www.econbiz.de/10010412145
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