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Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao; Tu, Jun; Zhou, Guofu - In: The review of financial studies 20 (2007) 5, pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
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Investor sentiment aligned : a powerful predictor of stock returns
Huang, Dashan; Jiang, Fuwei; Tu, Jun; Zhou, Guofu - In: The review of financial studies 28 (2015) 3, pp. 791-837
Persistent link: https://www.econbiz.de/10011337560
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Cash flow management in the Chinese stock market : an empirical assessment with comparison to the US market
Zhang, Ran - In: Frontiers of business research in China : selected … 3 (2009) 2, pp. 301-322
Persistent link: https://www.econbiz.de/10003877668
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Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
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An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G. - In: The journal of futures markets 19 (1999) 7, pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
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US money demand and the welfare cost of inflation in a currency-deposit model
Bali, Turan G. - In: Journal of economics & business 52 (2000) 3, pp. 233-258
Persistent link: https://www.econbiz.de/10001496465
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Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G. - In: The journal of futures markets 20 (2000) 8, pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
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An extreme value approach to estimating volatility and value at risk
Bali, Turan G. - In: The journal of business : B 76 (2003) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
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The generalized extreme value distribution
Bali, Turan G. - In: Economics letters 79 (2003) 3, pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
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Modeling the stochastic behavior of short-term interest rates : pricing implications for discount bonds
Bali, Turan G. - In: Journal of banking & finance 27 (2003) 2, pp. 201-228
Persistent link: https://www.econbiz.de/10001721795