Hedging quantitative easing
- Creator: Melia, Adrian , Song, Xiaojing , Tippett, Mark , van der Burg, John
- Resource Type: journal article
- Date: 2024
Distributional properties of the book to market ratio and their implications for empirical analysis
- Creator: Ma, Diandian , Melia, Adrian , Song, Xiaojing , Tippett, Mark , van der Burg, John
- Resource Type: journal article
- Date: 2023
Singular diffusions, constant elasticity of variance processes and logarithmic rates of return
- Creator: Liu, Siqi , Melia, Adrian , Song, Xiaojing , Tippett, Mark
- Resource Type: journal article
- Date: 2020
Subtle is the Lord, but malicious He is not: the calculation of abnormal stock returns in applied research
- Creator: Melia, Adrian , Song, Xiaojing , Tippett, Mark
- Resource Type: journal article
- Date: 2019
The Feller diffusion, filter rules and abnormal stock returns
- Creator: Docherty, Paul , Dong, Yizhe , Song, Xiaojing , Tippett, Mark
- Resource Type: journal article
- Date: 2018