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Misspecification in an asymmetrically dependent world : implications for volatility forecasting
Ahmed, Salman; Srivastava, Nandini; Satchell, Stephen - In: Asymmetric dependence in finance : diversification, …, (pp. 75-109). 2018
Persistent link: https://www.econbiz.de/10011978489
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Global equity styles and industry effects : the pre-eminence of value relative to size
Kuo, Weiyu; Satchell, Stephen - In: Journal of international financial markets, … 11 (2001) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001536895
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Modelling emerging market risk premia using higher moments
Hwang, Soosung; Satchell, Stephen - In: International journal of finance & economics : IJFE 4 (1999) 4, pp. 271-296
Persistent link: https://www.econbiz.de/10001447124
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Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 24 (2000) 5, pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
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Global equity styles and industry effects : portfolio construction via dummy variables
Kuo, George W.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000668567
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Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 369-391). 1996
Persistent link: https://www.econbiz.de/10001297232
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Advanced trading rules
Acar, Emmanuel (contributor); Satchell, Stephen (contributor) - 1998
Persistent link: https://www.econbiz.de/10000964435
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Using Bayesian variable selection methods to choose style factors in global stock return models
Hall, Anthony D.; Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 26 (2002) 12, pp. 2301-2325
Persistent link: https://www.econbiz.de/10001719718
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Hedge fund replication
Grummitt, John; Satchell, Stephen - In: Journal of derivatives & hedge funds 17 (2011) 3, pp. 219-236
Persistent link: https://www.econbiz.de/10009387327
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What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - 2016
Persistent link: https://www.econbiz.de/10011456022