1 University Blvd.
St Louis, MO 63121
United States
University of Missouri at Saint Louis
SSRN RANKINGS
in Total Papers Citations
Cross-asset predictability; Crude oil market; International stock markets; OVX; Time-series momentum
SOFR, LIBOR, target fed funds rate
Commodity futures, Return seasonality, Market efficiency, Asset pricing, Adaptive market hypothesis
SOFR, LIBOR, forward-looking term rates, price discovery
Dairy commodities futures, volatility, information uncertainty, USDA announcements, FMMO pricing
Black mouth, Disinformation, Investor attention, Stock return, Information diffusion
Cross-Listings, Market Microstructure, Market Quality
cointegration, clustering, EGARCH, heteroskedasticity, spillover
Sovereign debt risk, ESG, Bank stock performance, Systemic Risk
awareness of old-age income sources, childhood experience, childhood economic conditions, childhood family relationships
Stock index futures, Volatility spillovers, Extreme value estimators, VAR, Variance decomposition
Relative pricing, arbitrage, cointegration, pairs trading, forecasting
Overnight returns, Volatility, VaR, Index ETFs and futures
Return Seasonality, Foreign Exchange Market, Currency Futures, Trading Strategies
Extended trading, Chinese index markets
momentum, futures pricing, international asset allocation
Risk management, Derivatives, Enterprise risk management, Firm value
currency and commodity futures markets
Asset pricing, financial markets and macroeconomy, information and market efficiency
Uncovered interest parity, carry trade, CDS