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Association between Markov regime-switching market volatility and beta risk : evidence from Dow Jones industrial securities
Galagedera, Don U. A.; Shami, Roland G. - 2003
Persistent link: https://www.econbiz.de/10001892068
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Empirical evidence on the conditional relation between higher-order systematic co-moments and security returns
Galagedera, Don U. A.; Henry, Darren; Silvapulle, Paramsothy - In: Quarterly journal of business and economics : QJBE 42 (2003) 1/2, pp. 121-137
Persistent link: https://www.econbiz.de/10002171538
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Value extracting in relative performance appraisal with network DEA : an application to U.S. equity mutual funds
Fukuyama, Hirofumi; Galagedera, Don U. A. - In: Data-enabled analytics : DEA for big data, (pp. 263-297). 2021
Persistent link: https://www.econbiz.de/10012880202
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A new network DEA model for mutual fund performance appraisal : an application to U.S. equity mutual funds
Galagedera, Don U. A.; Roshdi, Israfil; Fukuyama, Hirofumi - In: Omega : the international journal of management science 77 (2018), pp. 168-179
Persistent link: https://www.econbiz.de/10011799217
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Analyzing portfolios with derivative assets : a stochastic dominance approach using numerical integration
Brooks, Robert - In: The journal of futures markets 11 (1991) 4, pp. 411-440
Persistent link: https://www.econbiz.de/10001109936
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The cost of tax policy uncertainty : evidence from the municipal swap market
Brooks, Robert - In: The journal of fixed income 12 (2002) 3, pp. 71-87
Persistent link: https://www.econbiz.de/10001763891
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A life-cycle view of electricity futures contracts
Brooks, Robert; El-Keib, A. A. - In: Journal of energy finance & development 3 (1998) 2, pp. 171-183
Persistent link: https://www.econbiz.de/10001445725
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Correlations, business cycles and integration
Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Journal of international financial markets, … 9 (1999) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10001402121
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The impact of exchange rate volatility on German-US trade flows
McKenzie, Michael D. - In: Journal of international financial markets, … 7 (1997) 1, pp. 73-87
Persistent link: https://www.econbiz.de/10001230294
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A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions
Brooks, Robert - In: Journal of banking & finance 21 (1997) 2, pp. 197-219
Persistent link: https://www.econbiz.de/10001213041