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ECONIS (ZBW)
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Time-varying skewness in stock returns : an information-based explanation
Alles, Lakshman
- In:
Quarterly journal of business and economics : QJBE
43
(
2004
)
1/2
,
pp. 45-55
Persistent link: https://www.econbiz.de/10002462066
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2
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan
;
Alles, Lakshman
-
2000
Persistent link: https://www.econbiz.de/10001509334
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3
An investigation of the characteristics of skewness in asset index returns and its estimation
Alles, Lakshman
-
1992
Persistent link: https://www.econbiz.de/10000835582
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4
Higher moments of Australian equity returns : characteristics and determinants
Alles, Lakshman
;
Spowart, Aldeana
-
1994
Persistent link: https://www.econbiz.de/10000893620
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5
Estimation of stock market volatility in an emerging market : the case of Sri Lanka
Alles, Lakshman
-
1997
Persistent link: https://www.econbiz.de/10000968450
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6
The variability of Sri Lankan stock betas to alternative estimation procedures
Alles, Lakshman
-
1997
Persistent link: https://www.econbiz.de/10000968453
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7
Asset pricing and downside risk in the Australian share market
Alles, Lakshman
;
Murray, Louis
- In:
Applied economics
49
(
2017
)
43
,
pp. 4336-4350
Persistent link: https://www.econbiz.de/10011843179
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8
Diversification gains from American depositary receipts and foreign equities : evidence from Australian stocks
Alaganar, Vairamuththu T.
;
Bhar, Ramaprasad
- In:
Journal of international financial markets, …
11
(
2001
)
1
,
pp. 97-113
Persistent link: https://www.econbiz.de/10001536910
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9
Linkages among agricultural commodity futures prices : some further evidence from Tokyo
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Applied economics letters
13
(
2006
)
8
,
pp. 535-539
Persistent link: https://www.econbiz.de/10003348056
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10
Co-movement in the price of risk of aggregate equity markets
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economic systems
31
(
2007
)
3
,
pp. 256-271
Persistent link: https://www.econbiz.de/10003559704
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