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Persistence and mean reversion in UK stock returns
Poon, Ser-Huang - In: European financial management : the journal of the … 2 (1996) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001205668
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Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang - In: Journal of banking & finance 16 (1992) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
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The reality of stock market jumps diversification
Chen, Mark Ke; Vitiello, Luiz; Hyde, Stuart; Poon, Ser-Huang - In: Journal of international money and finance 86 (2018), pp. 171-188
Persistent link: https://www.econbiz.de/10012000491
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Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
Lee, Yong Woong; Poon, Ser-Huang - In: Journal of economic dynamics & control 41 (2014), pp. 69-92
Persistent link: https://www.econbiz.de/10010425019
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Estimating dynamic copula dependence using intraday data
Grossmass, Lidan; Poon, Ser-Huang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
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Market liquidity and institutional trading during the 2007 - 8 financial crisis
Poon, Ser-Huang; Rockinger, Michael; Stathopoulos, … - In: International review of financial analysis 30 (2013), pp. 86-97
Persistent link: https://www.econbiz.de/10010459996
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The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique; Christodoulakis, George A.; Poon, … - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
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Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing
Vitiello, Luiz; Poon, Ser-Huang - In: Review of derivatives research 17 (2014) 2, pp. 241-259
Persistent link: https://www.econbiz.de/10010529622
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Too big to ignore? : hedge fund flows and bond yields
Kolokolova, Olga; Lin, Ming-Tsung; Poon, Ser-Huang - In: Journal of banking & finance 112 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012225305
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What does risk-neutral skewness tell us about future stock returns?
Stilger, Przemysław S.; Kostakis, Alexandros; Poon, … - In: Management science : journal of the Institute for … 63 (2017) 6, pp. 1814-1834
Persistent link: https://www.econbiz.de/10011707251