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2022
Mark Is the investor’s reliance on cognition and emotional regulation predict preference for selecting value versus growth stocks?
Ahmad, Fawad ^LU and Oriani, Raffaele (2022) In European Journal of Finance 29(13). p.1555-1578
- Contribution to journal › Article
2015
Mark A sequential purchasing power parity test for panels of large cross- sections and implications for investors
Westerlund, Joakim ^LU and Narayan, Paresh (2015) In European Journal of Finance 21(15). p.1317-1333
- Contribution to journal › Article
2010
Mark Book-to-Market and Size Effect: Compensations for risks or outcomes of market inefficiencies
Asgharian, Hossein ^LU and Hansson, Björn ^LU (2010) In European Journal of Finance 16(2). p.119-136
- Contribution to journal › Article
2006
Mark Using Extreme Value Theory to Estimate the Likelihood of Banking Sector Failure
Byström, Hans ^LU (2006) In European Journal of Finance 12(4). p.303-312
- Contribution to journal › Article
2005
Mark Forecasting Variance Using Stochastic Volatility and GARCH
Hansson, Björn ^LU and Hördahl, Peter (2005) In European Journal of Finance 11(1). p.33-57
- Contribution to journal › Article
2004
Mark Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998
Byström, Hans ^LU (2004) In European Journal of Finance 10(4). p.44-67
- Contribution to journal › Article
2003
Mark Are Highly Leveraged Firms More Sensitive to an Economic Downturn?
Asgharian, Hossein ^LU (2003) In European Journal of Finance 9(3). p.219-241
- Contribution to journal › Article