Savickas, Robert: search on Z-Library

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1

Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence

Guo, Hui, Savickas, Robert, Wang, Zijun, Yang, Jian

Journal:

Journal of Financial and Quantitative Analysis

Year:

2009

Language:

english

File:

PDF, 263 KB

english, 2009

2

Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns

Hui Guo and Robert Savickas

Journal:

Journal of Business and Economic Statistics

Year:

2006

Language:

english

File:

PDF, 1.83 MB

english, 2006

3

EVIDENCE ON DELTA HEDGING AND IMPLIED VOLATILITIES FOR THE BLACK-SCHOLES, GAMMA, AND WEIBULL OPTION PRICING MODELS

Robert Savickas

Journal:

Journal of Financial Research

Year:

2005

Language:

english

File:

PDF, 141 KB

english, 2005

4

Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence

Hui Guo, Robert Savickas, Zijun Wang and Jian Yang

Journal:

Journal of Financial and Quantitative Analysis

Year:

2009

Language:

english

File:

PDF, 1.99 MB

english, 2009

5

Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns

Hui Guo, Robert Savickas

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 244 KB

english, 2010

6

Forecasting foreign exchange rates using idiosyncratic volatility

Hui Guo, Robert Savickas

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 183 KB

english, 2008

7

On Inferring the Direction of Option Trades

Robert Savickas and Arthur J. Wilson

Journal:

Journal of Financial and Quantitative Analysis

Year:

2003

Language:

english

File:

PDF, 535 KB

english, 2003

8

Is the Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence

Guo, Hui, Wang, Zijun, Savickas, Robert, Yang, Jian

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 442 KB

english, 2006

9

Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns

Guo, Hui, Savickas, Robert

Journal:

Journal of Business and Economic Statistics

Year:

2006

Language:

english

File:

PDF, 303 KB

english, 2006

10

Uncovering the Relation between Aggregate Stock Illiquidity and Expected Excess Market Returns

Guo, Hui, Mortal, Sandra, Savickas, Robert, Wood, Robert A.

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 302 KB

english, 2010

11

Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns

Guo, Hui, Savickas, Robert

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 141 KB

english, 2010

12

On the Statistical Significance of Event Effects on Unsystematic Volatility

Hilliard, Jimmy E., Savickas, Robert

Journal:

SSRN Electronic Journal

Year:

2000

Language:

english

File:

PDF, 263 KB

english, 2000

13

On the Causes of Volatility Effects of Conglomerate Breakups

Desai, Chintal A., Savickas, Robert

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 873 KB

english, 2010

14

Opportunistic screening for atrial fibrillation by clinical pharmacists in UK general practice during the influenza vaccination season: A cross-sectional feasibility study

Savickas, Vilius, Stewart, Adrian J., Rees-Roberts, Melanie, Short, Vanessa, Bhamra, Sukvinder K., Corlett, Sarah A., Mathie, Alistair, Veale, Emma L., Berge, Trygve

Journal:

Year:

2020

File:

PDF, 1.48 MB

2020

15

Abnormal Returns

Savickas, Robert

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 146 KB

english, 2001

16

The Effect of Ex Ante Price on Momentum Profits

Onayev, Zhan, Savickas, Robert

Journal:

Journal of Behavioral Finance

Year:

2004

Language:

english

File:

PDF, 126 KB

english, 2004

17

A Simple Option-Pricing Formula

Robert Savickas

Journal:

Financial Review

Year:

2002

Language:

english

File:

PDF, 915 KB

english, 2002

18

Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns

Guo, Hui, Savickas, Robert

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 186 KB

english, 2004

19

Foreign Exchange Rates Don't Follow a Random Walk

Guo, Hui, Savickas, Robert

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 165 KB

english, 2005

20

The Convenience Yield to Owning One’s Home

Thomas, Jason, Savickas, Robert

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 434 KB

english, 2012

21

On the causes of volatility effects of conglomerate breakups

Chintal A. Desai, Robert Savickas

Journal:

Journal of Corporate Finance

Year:

2010

Language:

english

File:

PDF, 331 KB

english, 2010

22

Pharmacists detecting atrial fibrillation (PDAF) in primary care during the influenza vaccination season: a multisite, cross-sectional screening protocol

Veale, Emma L, Stewart, Adrian J, Mathie, Alistair, Lall, Satvinder K, Rees-Roberts, Melanie, Savickas, Vilius, Bhamra, Sukvinder K, Corlett, Sarah A

Journal:

Year:

2018

Language:

english

File:

PDF, 896 KB

english, 2018

23

Event-Induced Volatility and Tests for Abnormal Performance

Robert Savickas

Journal:

Journal of Financial Research

Year:

2003

Language:

english

File:

PDF, 87 KB

english, 2003

24

Average Idiosyncratic Volatility in G7 Countries

Guo, Hui, Savickas, Robert

Journal:

Review of Financial Studies

Year:

2008

Language:

english

File:

PDF, 590 KB

english, 2008

25

On the Statistical Significance of Event Effects on Unsystematic Volatility

Jimmy E. Hilliard, Robert Savickas

Journal:

Journal of Financial Research

Year:

2002

Language:

english

File:

PDF, 132 KB

english, 2002

26

Asset Pricing Anomalies: Two Hedge Factors with Negative Risk Premia Embedded in Portfolios!

Muralidhar, Arun, Savickas, Robert, Mao, Tzu-Jui

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 348 KB

english, 2017

27

Market Illiquidity and Conditional Equity Premium

Guo, Hui, Mortal, Sandra, Savickas, Robert, Wood, Robert

Journal:

Financial Management

Year:

2016

Language:

english

File:

PDF, 938 KB

english, 2016

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