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Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - In: Journal of banking & finance 122 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
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Learning about noise
Marmora, Paul; Ryčkov, Oleg - In: Journal of banking & finance 89 (2018), pp. 209-224
Persistent link: https://www.econbiz.de/10011963117
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Parameter uncertainty and the rational expectations model of the term structure
Ederington, Louis H. - In: Journal of banking & finance 19 (1995) 2, pp. 207-223
Persistent link: https://www.econbiz.de/10001180784
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Expectations and learning in Iowa
Bondarenko, Oleg; Bossaerts, Peter L. - In: Journal of banking & finance 24 (2000) 9, pp. 1535-1555
Persistent link: https://www.econbiz.de/10001501620
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Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.; Wang, Jiaguo; Yao, Yaqiong - In: Journal of banking & finance 97 (2018), pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
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Investor sentiment and the MAX effect
Fong, Wai-mun; Toh, Benjamin - In: Journal of banking & finance 46 (2014), pp. 190-201
Persistent link: https://www.econbiz.de/10010467826
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Insiders' incentives for asymmetric disclosure and firm-specific information flows
Jiang, Li; Kim, Jeong-bon; Pang, Lei - In: Journal of banking & finance 37 (2013) 9, pp. 3562-3576
Persistent link: https://www.econbiz.de/10010126320
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Market discipline and financial stability
Crockett, Andrew - In: Journal of banking & finance 26 (2002) 5, pp. 977-987
Persistent link: https://www.econbiz.de/10001665096