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Zumwalt, J. Kenton's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,471 |
Total
Citations
3 |
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1.
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Durand, Robert B.
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking Lim, Dominic
University of Western Australia - Department of Accounting and Finance Zumwalt, J. Kenton
Colorado State University - Department of Finance & Real Estate
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637
(18,286)
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2
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Asset-pricing, market volatility, VIX
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2.
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Information Driven Price Jumps and Trading Strategy: Evidence from Stock Index Futures
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Miao, Hong
Colorado State University - Department of Finance & Real Estate Ramchander, Sanjay
Colorado State University - Department of Finance & Real Estate Zumwalt, J. Kenton
Colorado State University - Department of Finance & Real Estate
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Posted:
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01 Sep 11
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Last Revised:
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25 Oct 12
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356
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Miao, Hong
Colorado State University - Department of Finance & Real Estate Ramchander, Sanjay
Colorado State University - Department of Finance & Real Estate Zumwalt, J. Kenton
Colorado State University - Department of Finance & Real Estate
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141
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Macroeconomic News, Jumps, Index Futures, Trading Strategy
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Miao, Hong
Colorado State University - Department of Finance & Real Estate Ramchander, Sanjay
Colorado State University - Department of Finance & Real Estate Zumwalt, J. Kenton
Colorado State University - Department of Finance & Real Estate
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01 Sep 11
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Last Revised:
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18 Jan 12
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215
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Macroeconomic News, Jumps, Index Futures, Trading Strategy
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3.
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Cullen, Grant E.
affiliation not provided to SSRN Gasbarro, Dominic
Murdoch University Monroe, Gary S.
University of New South Wales (UNSW) - Australian School of Business Zumwalt, J. Kenton
Colorado State University - Department of Finance & Real Estate
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195
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Investor sentiment, Momentum, Contrarian, Mutual fund
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4.
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Agusman, Agusman
Bank Indonesia Monroe, Gary S.
University of New South Wales (UNSW) - Australian School of Business Gasbarro, Dominic
Murdoch University Zumwalt, J. Kenton
Colorado State University - Department of Finance & Real Estate
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15 Aug 08
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Last Revised:
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11 Oct 10
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146
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1
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bank stock returns, loan loss reserves, credit risk, Asian banks
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5.
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Gasbarro, Dominic
Murdoch University Wong, Wing-Keung
Hong Kong Baptist University (HKBU) Zumwalt, J. Kenton
Colorado State University - Department of Finance & Real Estate
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22 Mar 09
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Last Revised:
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19 Jan 12
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113
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stochastic dominance; risk aversion, risk seeking
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6.
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Gasbarro, Dominic
Murdoch University Cullen, Grant
Murdoch University Monroe, Gary S.
University of New South Wales (UNSW) - Australian School of Business Zumwalt, J. Kenton
Colorado State University - Department of Finance & Real Estate
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24
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Sentiment betas, tracking error variance
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7.
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Gasbarro, Dominic
Murdoch University Johnson, Richard David
Colorado State University Zumwalt, J. Kenton
Colorado State University - Department of Finance & Real Estate
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8.
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Gasbarro, Dominic
Murdoch University Lee, Kim-Song
Murdoch University Schwebach, Robert G.
Colorado State University - College of Business Zumwalt, J. Kenton
Colorado State University - Department of Finance & Real Estate
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