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Common volatility in the industrial structure of global capital markets

Arshanapalli, Bala Gangadhar - In: Journal of international money and finance 16 (1997) 2, pp. 189-209

Persistent link: https://www.econbiz.de/10001225599

Discounted stocks and excess analyst coverage

Doukas, John A.; Kim, Chansog; Pantzalis, Christos - 2002

Persistent link: https://www.econbiz.de/10001709803

Divergence of opinion and equity returns

Doukas, John A.; Kim, Chansog; Pantzalis, Christos - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 573-606

Persistent link: https://www.econbiz.de/10003374649

Divergence of opinion and equity returns under different states of earnings expectations

Doukas, John A.; Kim, Chansog; Pantzalis, Christos - In: Journal of financial markets 9 (2006) 3, pp. 310-331

Persistent link: https://www.econbiz.de/10003357668

The Performance of NDF Carry Trades

Doukas, John A. - 2013

This paper investigates the performance of carry trade strategies for currencies with non-deliverable forward (NDF) contracts. We find that carry trades for currencies with NDF contracts are associated with higher Sharpe ratios compared to carry trades for currencies with deliverable forward...

Persistent link: https://www.econbiz.de/10013083923

Revisiting disposition effect and momentum : a quantile regression perspective

Ahmed, Mohamed Shaker; Doukas, John A. - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 1087-1128

Persistent link: https://www.econbiz.de/10012498621