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Regime-switching event studies : an application to commercial bank stock repurchases
Kane, Stephen; Susmel, Raul - In: Research in finance 17 (1999), pp. 81-101
Persistent link: https://www.econbiz.de/10001485084
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Volatility, storage and convenience : evidence from natural gas markets
Susmel, Raul - In: The journal of futures markets 17 (1997) 1, pp. 17-43
Persistent link: https://www.econbiz.de/10001216345
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Volatility and cross correlation across major stock markets
Ramchand, Latha; Susmel, Raul - In: Journal of empirical finance 5 (1998) 4, pp. 397-416
Persistent link: https://www.econbiz.de/10001375197