Publications | Lund University Publications

1 – 10 of 11

show: 10
|
sort: year (new to old)

News feed Embed this list Save this search Mark all Export

Cancel

Embed this list

copy and paste the html snippet below into your own page:

<iframe src="https://lup.lub.lu.se/search/publication?embed=1&q=issn+exact+%221042-4431%22&amp;hide_pagination=1&amp;hide_info=1&amp;hide_options=1"
  width="100%"
  height="400"
  allowtransparency="true"
  frameborder="0">
</iframe>

« previous
1
2
next »

2021
Mark Long- and short-run components of factor betas : Implications for stock pricing
Asgharian, Hossein ^LU ; Christiansen, Charlotte ^LU ; Hou, Ai Jun ^LU and Wang, Weining (2021) In Journal of International Financial Markets, Institutions and Money 74.
- Contribution to journal › Article
2016
Mark A GARCH Model for Testing Market Efficiency
Westerlund, Joakim ^LU ; Narayan, Paresh and Liu, Puipeng (2016) In Journal of International Financial Markets, Institutions, and Money 41. p.121-138
- Contribution to specialist publication or newspaper › Specialist publication article
Mark Language, news and volatility
Byström, Hans ^LU (2016) In Journal of International Financial Markets, Institutions, and Money 42. p.139-154
- Contribution to journal › Article
Mark On the Estimation and Testing of Predictive Panel Regressions
Karabiyik, Hande ^LU ; Westerlund, Joakim ^LU and Narayan, Paresh Kumar (2016) In Journal of International Financial Markets, Institutions, and Money 45. p.115-125
- Contribution to journal › Article
2014
Mark The Impact of Currency Movements on Asset Value Correlations
Byström, Hans ^LU (2014) In Journal of International Financial Markets, Institutions, and Money 31. p.178-186
- Contribution to journal › Article
2013
Mark International stock market interdependence: Are developing markets the same as developed markets?
Liu, Lu ^LU (2013) In Journal of International Financial Markets, Institutions, and Money 26. p.226-238
- Contribution to journal › Article
2006
Mark Home Bias in European Countries within a Bayesian Framework
Asgharian, Hossein ^LU and Hansson, Björn ^LU (2006) In Journal of International Financial Markets, Institutions, and Money 16(5). p.397-410
- Contribution to journal › Article
2004
Mark The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons
Byström, Hans ^LU (2004) In Journal of International Financial Markets, Institutions and Money 14(5). p.419-438
- Contribution to journal › Article
2003
Mark The Explanatory Role of Factor Portfolios for Industries Exposed to Foreign Competition
Asgharian, Hossein ^LU and Hansson, Björn ^LU (2003) In Journal of International Financial Markets, Institutions, and Money 13(4). p.53-325
- Contribution to journal › Article
2002
Mark Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts
Byström, Hans ^LU (2002) In Journal of International Financial Markets, Institutions, and Money 12(3). p.216-230
- Contribution to journal › Article

« previous
1
2
next »