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The skewness of commodity futures returns
Fernandez-Perez, Adrian; Frijns, Bart; Fuertes, Ana María - In: Journal of banking & finance 86 (2018), pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
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Dynamics of credit spread moments of European corporate bond indexes
Alizadeh-Masoodian, Amir H.; Alexandros, Gabrielsen - In: Journal of banking & finance 37 (2013) 8, pp. 3125-3144
Persistent link: https://www.econbiz.de/10009777103
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Asymmetry in government bond returns
Fujiwara, Ippei; Körber, Lena Mareen; Nagakura, Daisuke - In: Journal of banking & finance 37 (2013) 8, pp. 3218-3226
Persistent link: https://www.econbiz.de/10009778449
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Are extreme returns priced in the stock market? : European evidence
Annaert, Jan; De Ceuster, Marc J.; Verstegen, Kurt - In: Journal of banking & finance 37 (2013) 9, pp. 3401-3411
Persistent link: https://www.econbiz.de/10010126415
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The role of psychological barriers in lottery-related anomalies
Byun, Suk Joon; Goh, Jihoon; Kim, Da-Hea - In: Journal of banking & finance 114 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012489142
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Algorithmic trading and firm value
Hatch, Brian C.; Johnson, Shane A.; Wang, Qin; Zhang, Jun - In: Journal of banking & finance 125 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012819740
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Bullish/bearish/neutral strategies under short sale restrictions
Bae, Kwangil; Kang, Jangkoo; Lee, Soonhee - In: Journal of banking & finance 71 (2016), pp. 227-239
Persistent link: https://www.econbiz.de/10011635429
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The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Journal of banking & finance 146 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
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Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till; Proaño Acosta, Christian; Wolters, Jürgen - In: Journal of banking & finance 106 (2019), pp. 568-591
Persistent link: https://www.econbiz.de/10012224351
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Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I.; Karapandža, Raša - In: Journal of banking & finance 84 (2017), pp. 188-201
Persistent link: https://www.econbiz.de/10011816844