Stivers, Chris, Robert Connolly, Naresh Bansal, (2015), Equity Risk as a Determinant of Future Term-Structure Volatility,” forthcoming, Journal of Financial Markets.

Stivers, Chris, Robert Connolly, Naresh Bansal, (2014), The Stock-Bond Return Relation, the Term-Structure’s Slope, and Asset-class Risk Dynamics, Journal of Financial and Quantitative Analysis, 49, pp. 699-724.

Stivers, Chris, Licheng Sun, (2013), Returns and Option Activity over the Option-Expiration Week for S&P 100 Stocks, Journal of Banking and Finance 37, pp. 4226-4240.

Stivers, Chris,  Licheng Sun, (2013), Market Cycles and the Performance of Relative Strength Strategies, Financial Management, 42, pp. 263-290.

Stivers, Chris,  Licheng Sun, (2010), Cross-sectional Return Dispersion and Time-Variation in Value and Momentum Premia,  Journal of Financial and Quantitative Analysis, 45, pp. 987-1014.

Stivers, Chris,  Robert Connolly, Naresh Bansal, (2010), Regime-Switching in Stock Index and Treasury Futures Returns and Measures of Stock Market Stress, Journal of Futures Markets, 30, pp. 753-779.

Stivers, Chris,  Licheng Sun, Yong Sun, (2009), The Other January Effect:  International, Style, and Subperiod Evidence,  Journal of Financial Markets, 12, pp. 521-546.

Stivers, Chris,  Robert Connolly, Licheng Sun, (2007), Commonality in the Time-variation of Stock-Stock and Stock-Bond Return Comovements, Journal of Financial Markets, 10, pp. 192-218.

COLLEGE OF BUSINESS

University of Louisville
College of Business
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Louisville, KY 40292
Phone: (502) 852-6440
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The UofL College of Business is separately accredited by AACSB International (The Association to Advance Collegiate Schools of Business). Visit our Accreditation page for details.

University Accreditation:
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