Cross-autocorrelation in the New Zealand stock market

von Choi, Daniel F. S.
Veröffentlicht in Applied financial economics (2007)

Intraday and interday volatility patterns in HSIF contracts

von Choi, Daniel F. S.
Veröffentlicht in Advances in Pacific Basin financial markets (1998)

Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures

von Gannon, Gerard L.
Veröffentlicht in International review of financial analysis (1998)

Budget deficits and real interest rates : a regime-switching reflection on Ricardian Equivalence

von Choi, Daniel F. S.
Veröffentlicht in Journal of economics and finance (2014)

Market uncertainty, market sentiment, and the post-earnings announcement drift

von Bird, Ron
Veröffentlicht in Review of quantitative finance and accounting (2014)

The investor recognition hypothesis : the New Zealand case

von Chai, Daniel J. P.
Veröffentlicht in Applied financial economics (2010)

The expected return of a static Black-Scholes delta-hedge and the CAPM

von Choi, Daniel F. S.
Veröffentlicht in Advances in quantitative analysis of finance and accounting (2000)

Impact of diversification on the distribution of stock returns : international evidence

von Tang, Gordon Y. N.
Veröffentlicht in Journal of economics and finance (1998)

Volatility transmission and asymmetric linkages between the stock and foreign exchange markets : a sectoral analysis

von Fu, Tian Yong
Veröffentlicht in Studies in economics and finance (2011)

Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil

von Yiu, Matthew S.
Veröffentlicht in Applied financial economics (2010)