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Duration, leverage and the volatility of equities

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Information, interest rates and the volatility of equities

Copeland, Laurence S.; Stapleton, Richard C. - 1988

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The duration and volatility of spot and futures prices

Copeland, Laurence S. - In: Review of futures markets 11 (1993) 1, pp. 14-21

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The effects of the 2008 short-sales ban

Copeland, Laurence S.; Elliott, Joseph T. - In: Journal of financial regulation and compliance : an … 21 (2013) 4, pp. 334-352

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Cross section of option returns and idiosyncratic stock volatility

Cao, Jie Jay; Han, Bing - In: Journal of financial economics 108 (2013) 1, pp. 231-249

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International diversification through iShares and their rivals

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Institutional investment constraints and stock prices

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Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns

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Anti-corruption campaigns and corporate information release in China

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International Diversification through iShares and Their Rivals

Cao, Jie Jay - 2017

This paper examines the diversification benefits of iShares in comparison to closed-end country funds (CECFs) and American Depository Receipts (ADRs) between April 1996 and December 2013. iShares are country-specific exchange traded funds that track specific Morgan Stanley Capital International...

Persistent link: https://www.econbiz.de/10012968490