Jun 30 2023 Su-Jane Chen   Beta convergence and sigma convergence of key financial ratios post the Great Recession: community banks vs. non-community banks   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 10 2021 Masao Kumamoto and Juanjuan Zhuo   Hedge and safe haven status of Bitcoin: copula-DCC approach   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2019 Antonis A Michis   The systematic risk of gold at different time-scales   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 10 2018 Roman Mestre and Michel Terraza   Time-Frequency varying beta estimation -a continuous wavelets approach-   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 26 2017 Fernanda Maria Müller and Fábio M Bayer   Improved two-component tests in Beta-Skew-t-EGARCH models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 13 2016 Thanh tam Nguyen Huu   Determinant factors of TFP convergence: Evidence from Vietnamese manufacturing firms from 2000-2012   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 08 2016 Afees A. Salisu   Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 04 2016 Aneel Keswani , David Stolin and Maxim Zagonov   UK fund returns and sector diversification   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2015 Hirofumi Suzuki   Comovement and index fund trading effect: evidence from Japanese stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 02 2015 Anindya Biswas   The output gap and inflation in U.S. data: an empirical note   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 23 2014 Bruno Milani and Paulo Sérgio Ceretta   A multiscale approach to emerging market pricing   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 22 2013 Yong-gook Jung   A new strategy to estimate time-to-build completion rates   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 25 2012 Masato Okamoto   Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 05 2012 Carmine Trecroci   Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors   Abstract  Contact Information  Citation  Full Text  -  Note   May 23 2012 Stoyu I. Ivanov   Analysis of Firm Risk around S&P 500 Index Changes   Abstract  Contact Information  Citation  Full Text  -  Note   May 17 2012 Yunmi Kim   Autoregressive conditional beta   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 12 2011 Helton Saulo and Jeremias Leao   Equilibrium, Adverse Selection, and Statistical Distributions   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2010 Yves Jegourel and Samuel Maveyraud   A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 22 2009 Pasquale Cirillo   Some evidence about the evolution of the size distribution of Italian firms by age   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 14 2008 William Shambora and Shamila Jayasuriya   The world is shrinking: Evidence for stock market convergence   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 17 2007 Marcio Laurini   A note on the use of quantile regression in beta convergence analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 19 2005 Hui Li , David L. Weimer , Hank C. Jenkins-Smith Carol L. Silva and Robert P. Berrens Alok K. Bohara   Exploring the Beta Model Using Proportional Budget Information in a Contingent Valuation Study   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 18 2004 AROURI Mohamed El Hedi   The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.   Abstract  Contact Information  Citation  Full Text  -  Note