Similar Search Results

Momentum and reversal : information from prior returns

Kolari, James W.; Shin, Sang-Ook - In: Applied economics 56 (2024) 3, pp. 318-336

Persistent link: https://www.econbiz.de/10014439916

Market volatility, momentum, and reversal : a switching strategy

Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - In: The journal of asset management : a major new, … 25 (2024) 5, pp. 460-478

Persistent link: https://www.econbiz.de/10015192322

Testing the information-based trading hypothesis in the option market : evidence from share repurchases

Badshah, Ihsan Ullah; Koerniadi, Hardjo; Kolari, James W. - In: Journal of risk and financial management : JRFM 12 (2019) 4/179, pp. 1-11

The informed options trading hypothesis posits that option prices lead stock prices. In this paper, we extended the research on this hypothesis to open-market share repurchases. Empirical tests showed that the implied volatility spread was not significantly related to buy-and-hold abnormal stock...

Persistent link: https://www.econbiz.de/10012171287

On the stability of stablecoins

Grobys, Klaus; Junttila, Juha; Kolari, James W.; … - In: Journal of empirical finance 64 (2021), pp. 207-223

Persistent link: https://www.econbiz.de/10013259412

Factor momentum, option-implied volatility scaling, and investor sentiment

Grobys, Klaus; Kolari, James W.; Rutanen, Jere - In: The journal of asset management : a major new, … 23 (2022) 2, pp. 138-155

Persistent link: https://www.econbiz.de/10013171033

Common short-term volatility on international stock markets

Knif, Johan; Pynnönen, Seppo - 1998

Persistent link: https://www.econbiz.de/10001543455

The impact of volatility development on the pricing of equity : an empirical study covering a period of market deregulations in Finland

Högholm, Kenneth; Knif, Johan; Rönnholm, Tina - 1999

Persistent link: https://www.econbiz.de/10001543683

Exchange rate exposure in the pre- and post-Euro periods : evidence from Finland

Koutmos, Gregory; Knif, Johan - In: The European journal of finance 17 (2011) 7/8, pp. 661-674

Persistent link: https://www.econbiz.de/10009509838

Modeling common volatility characteristics and dynamic risk premia in European equity markets

Koutmos, Gregory; Knif, Johan; Philippatos, George C. - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 567-578

Persistent link: https://www.econbiz.de/10003747269

Asymmetries of the intraday return-volatility relation

Badshah, Ihsan Ullah; Frijns, Bart; Knif, Johan; … - In: International review of financial analysis 48 (2016), pp. 182-192

Persistent link: https://www.econbiz.de/10011624483