Results 141 to 150 of about 11,876 (166)

Hidden community interlayer spillover detection in financial multilayer networks: Generalization of hierarchical clustering to multilayer networks. [PDF]

PLoS One
Ardalankia J, Habibnia A, Ausloos M, Jafari GR.   +3 more
europepmc   +1 more source

A Capital Asset Pricing Model with Idiosyncratic Tail Risk: Comovement of Momentum and Low Risk Anomalies

Soroush Ghazi, Mark Schneider
openalex   +1 more source

Does Institutional Ownership Matter for International Stock Return Comovement?

, 2010
José Afonso Faias, Miguel A. Ferreira, Pedro Santa‐Clara, Pedro Matos   +3 more
openalex   +1 more source

Quality Issues of Implied Volatilities of Index and Stock Options in the OptionMetrics IvyDB Database

, 2022
Wallmeier M.
europepmc   +1 more source

The Slope of the Smile, and the Comovement of Volatility and Returns

, 2009
Anthony Neuberger
openalex   +1 more source

Impact of geopolitical risks and innovation on global defense stock return. [PDF]

PLoS One
Panazan O, Gheorghe C.
europepmc   +1 more source

Information Flow and Price Comovements: Empirical Evidence from Indian Spot and Futures Market

, 2004
Kedar Nath Mukherjee
openalex   +1 more source

Chinese stock market integration with developed world: A portfolio diversification analysis. [PDF]

Heliyon
Sher A, Haizhong A, Khan MK, Sági J.
europepmc   +1 more source

Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications

, 2009
Marco Corazza, A. G. Malliaris, Elisa Scalco   +2 more
openalex   +2 more sources

Copula-Based Market Comovements in the EU

, 2014
Joseph McCarthy, Alexei G. Orlov
openalex   +1 more source