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2023
Mark The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein ^LU ; Christiansen, Charlotte ^LU and HOU, Ai Jun ^LU (2023) In Journal of Banking and Finance 154.
- Contribution to journal › Article
2020
Mark Derivative Cash Flows and Corporate Investment
Jankensgård, Håkan ^LU and Moursli, Reda ^LU (2020) In Journal of Banking & Finance 119.
- Contribution to journal › Article
2018
Mark Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall
Kratz, Marie ^LU ; Lok, Yen H. and McNeil, Alexander (2018) In Journal of Banking and Finance 88. p.393-407
- Contribution to journal › Article
2015
Mark Wall of cash: The investment-cash flow sensitivity when capital becomes abundant
Andrén, Niclas ^LU and Jankensgård, Håkan ^LU (2015) In Journal of Banking & Finance 50. p.204-213
- Contribution to journal › Article
Mark Market Structure and Rating Strategies in Credit Rating Markets : A Dynamic Model with Matching of Heterogeneous Bond Issuers and Rating Agencies
Fischer, Thomas ^LU (2015) In Journal of Banking & Finance 58. p.39-56
- Contribution to journal › Article
2014
Mark SEC enforcement in the PIPE market: Actions and consequences
Bengtsson, Ola ^LU ; Dai, Na and Henson, Clifford (2014) In Journal of Banking & Finance 42. p.213-231
- Contribution to journal › Article
2013
Mark Risk Premia: Exact Solutions vs. Log-Linear Approximations
Vilhelmsson, Anders ^LU and Lundtofte, Frederik ^LU (2013) In Journal of Banking & Finance 37(11). p.4256-4264
- Contribution to journal › Article
Mark A spatial analysis of international stock market linkages
Asgharian, Hossein ^LU ; Hess, Wolfgang ^LU and Liu, Lu ^LU (2013) In Journal of Banking & Finance 37(12). p.4738-4754
- Contribution to journal › Article
Mark The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
Hagstromer, Bjorn ; Hansson, Björn ^LU and Nilsson, Birger ^LU (2013) In Journal of Banking & Finance 37(11). p.4476-4487
- Contribution to journal › Article
2011
Mark The Pernicious Effects of Contaminated Data in Risk Management
Vilhelmsson, Anders ^LU ; Perignon, Christophe and Fresard, Laurent (2011) In Journal of Banking & Finance 35(10). p.2569-2583
- Contribution to journal › Article

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