Analyst characteristics-based consensus forecasts
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2024 |
Chen, Yu-An |
Investment and saving in the European Union : another look at Feldstein-Horioka
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2024 |
Drakos, Anastassios A. |
Temporal aggregation and the estimation of reverse regressions for commodities market models
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2024 |
Cartwright, Phillip A. |
Predicting the equity premium with the implied volatility spread
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2024 |
Cao, Charles Q. |
VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
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2024 |
Ronn, Ehud I. |
A three-stage procedure for predicting stock returns
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2024 |
Sarath, Bharat |
Correlation and dependence between oil prices, stock returns, policy uncertainty, and financial stress during COVID-19 pandemic : new evidence from a multicountry analysis using cross-quantilogram method
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2024 |
Tiwari, Aviral Kumar |
Do investors still benefit from culturally home-biased diversification? : an empirical study of China, Hong Kong, and Taiwan
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2024 |
Chiou, Wan-jiun Paul |
Product market competition and real activities manipulation : theory, implications, and applications
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2024 |
Lee, Cheng F. |
Fuzzy multi-criteria decision-making for evaluating mutual fund strategies
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2024 |
Wang, Shin-yun |
Stock return, risk, and legal environment around the world
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2024 |
Chiou, Wan-jiun Paul |
Further analysis of bitcoin, fintech, and P2P lending : perspectives and recommendations from Industry 4.0
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2024 |
Dinh Tran Ngoc Huy |
Models of option pricing
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2024 |
Shao, Jia |
Does equity market timing have a persistent impact on capital structure? : evidence from China
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2024 |
Zhao, Yang |
Alternative methods for estimating firm's growth rate : update and extension
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2024 |
Brick, Ivan E. |
Technical, fundamental, and combined information for separating winners from losers
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2024 |
Chen, Hong-Yi |
Alternative methods to derive option pricing models : review and comparison
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2024 |
Lee, Cheng F. |
Realized diversification benefits of risk portfolio models
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2024 |
Chiou, Wan-jiun Paul |
The joint determinants of capital structure and stock rate of return : a LISREL model approach
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2024 |
Chen, Hong-Yi |
An assessment of copula functions approach in conjunction with factor model in portfolio credit risk management
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2024 |
Kao, Lie-Jane |