No. 17-3, September 2017
Index
- A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries
- Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle
- Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors
- Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence
- Issue Information
- The Validity of Investor Sentiment Proxies
- The Value Added by Trading Based on Valuation Criteria
- Timing the Market with a Combination of Moving Averages
- “Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty