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Details about Robert A. Connolly

Homepage:https://sites.google.com/site/bobconnollyunc/
Workplace:Kenan Flagler Business School, University of North Carolina-Chapel-Hill, (more information at EDIRC)
Paul Merage School of Business, University of California-Irvine, (more information at EDIRC)
Economics Department, Bryan School of Business and Economics, University of North Carolina-Greensboro, (more information at EDIRC)

Access statistics for papers by Robert A. Connolly.

Last updated 2020-10-13. Update your information in the RePEc Author Service.

Short-id: pco795


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Working Papers

2000

  1. Evidence on the Economics of Equity Return Volatility Clustering
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads

1999

  1. Cointegration Modeling of Expected Exchange Rates
    Computing in Economics and Finance 1999, Society for Computational Economics
  2. Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (7)

Journal Articles

2018

  1. Macroeconomic uncertainty and the distant forward-rate slope
    Journal of Empirical Finance, 2018, 48, (C), 140-161 Downloads View citations (2)
  2. The Dynamics of REIT Pricing Efficiency
    Real Estate Economics, 2018, 46, (1), 251-283 Downloads View citations (1)

2015

  1. Equity volatility as a determinant of future term-structure volatility
    Journal of Financial Markets, 2015, 25, (C), 33-51 Downloads View citations (4)

2014

  1. The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics
    Journal of Financial and Quantitative Analysis, 2014, 49, (3), 699-724 Downloads View citations (16)

2012

  1. Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup
    Journal of Quantitative Analysis in Sports, 2012, 8, (4), 1-33 Downloads View citations (1)
  2. What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't)
    Interfaces, 2012, 42, (6), 554-576 Downloads View citations (1)

2011

  1. Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf
    Journal of Quantitative Analysis in Sports, 2011, 7, (4), 1-50 Downloads

2010

  1. Regime‐switching in stock index and Treasury futures returns and measures of stock market stress
    Journal of Futures Markets, 2010, 30, (8), 753-779 Downloads View citations (10)

2009

  1. Dominance, Intimidation, and 'Choking' on the PGA Tour
    Journal of Quantitative Analysis in Sports, 2009, 5, (3), 1-34 Downloads

2008

  1. Skill, Luck, and Streaky Play on the PGA Tour
    Journal of the American Statistical Association, 2008, 103, 74-88 Downloads View citations (4)

2007

  1. Commonality in the time-variation of stock-stock and stock-bond return comovements
    Journal of Financial Markets, 2007, 10, (2), 192-218 Downloads View citations (55)
  2. Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields
    Journal of Money, Credit and Banking, 2007, 39, (2‐3), 689-702 Downloads
    Also in Journal of Money, Credit and Banking, 2007, 39, (2-3), 689-702 (2007) View citations (7)

2006

  1. Information content and other characteristics of the daily cross-sectional dispersion in stock returns
    Journal of Empirical Finance, 2006, 13, (1), 79-112 Downloads View citations (12)

2005

  1. MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS
    Journal of Financial Research, 2005, 28, (2), 235-259 Downloads View citations (6)
  2. Stock Market Uncertainty and the Stock-Bond Return Relation
    Journal of Financial and Quantitative Analysis, 2005, 40, (1), 161-194 Downloads View citations (215)

2003

  1. International equity market comovements: Economic fundamentals or contagion?
    Pacific-Basin Finance Journal, 2003, 11, (1), 23-43 Downloads View citations (74)
  2. Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion
    Journal of Finance, 2003, 58, (4), 1521-1556 Downloads View citations (35)

1993

  1. THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE
    Journal of Applied Corporate Finance, 1993, 6, (3), 61-72 Downloads View citations (17)

1991

  1. A posterior odds analysis of the weekend effect
    Journal of Econometrics, 1991, 49, (1-2), 51-104 Downloads View citations (19)

1990

  1. Firm size and R&D effectiveness: A value-based test
    Economics Letters, 1990, 32, (3), 289-294 Downloads View citations (3)

1989

  1. An Examination of the Robustness of the Weekend Effect
    Journal of Financial and Quantitative Analysis, 1989, 24, (2), 133-169 Downloads View citations (125)
  2. Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis
    Journal of Money, Credit and Banking, 1989, 21, (2), 158-75 Downloads View citations (6)

1988

  1. Concentration and profits: A test of the accounting bias hypothesis
    Journal of Accounting and Public Policy, 1988, 7, (4), 313-334 Downloads
  2. Market value and patents: A Bayesian approach
    Economics Letters, 1988, 27, (1), 83-87 Downloads View citations (24)

1987

  1. Do Unions Capture Monopoly Profits?
    ILR Review, 1987, 41, (1), 118-136 Downloads View citations (10)

1986

  1. Union Rent Seeking, Intangible Capital, and Market Value of the Firm
    The Review of Economics and Statistics, 1986, 68, (4), 567-77 Downloads View citations (73)

1985

  1. A note on the statistical properties of aggregate q measures
    Economics Letters, 1985, 19, (2), 177-181 Downloads
  2. The intertemporal behavior of economic profits
    International Journal of Industrial Organization, 1985, 3, (4), 379-400 Downloads View citations (5)

1984

  1. R&D, Market Structure, and Profits: A Value-Based Approach
    The Review of Economics and Statistics, 1984, 66, (4), 682-86 Downloads View citations (12)
 
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