News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies von Jeon, Yoontae, McCurdy, Thomas H., Zhao, Xiaofei

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Time-varying window length for correlation forecasts von Jeon, Yoontae, McCurdy, Thomas H

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Do jumps contribute to the dynamics of the equity premium? von Maheu, John M., McCurdy, Thomas H., Zhao, Xiaofei

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Do high-frequency measures of volatility improve forecasts of return distributions? von Maheu, John M., McCurdy, Thomas H.

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News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns von Maheu, John M., McCurdy, Thomas H.

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Bull and bear markets during the COVID-19 pandemic von Maheu, John M., McCurdy, Thomas H., Song, Yong

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Components of Bull and Bear Markets: Bull Corrections and Bear Rallies von Maheu, John M., McCurdy, Thomas H., Song, Yong

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How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution? von Maheu, John M., McCurdy, Thomas H.

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Nonlinear Features of Realized FX Volatility von Maheu, John M., McCurdy, Thomas H.

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Simulation-based learning using the RIT market simulator and RIT decision cases (vol 23, pg 12, 2019) von Mak, Kevin, McCurdy, Thomas H.

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Simulation-based learning using the RIT market simulator and RIT decision cases von Mak, Kevin, McCurdy, Thomas H.

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Identifying Bull and Bear Markets in Stock Returns von maheu, John M., McCurdy, Thomas H.

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Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth von Durland, J. Michael, McCurdy, Thomas H.

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Components of Market Risk and Return von Maheu, John M., McCurdy, Thomas H.

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Hedging foreign currency portfolios von Gagnon, Louis, Lypny, Gregory J., McCurdy, Thomas H.

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Volatility dynamics under duration-dependent mixing von Maheu, John M., McCurdy, Thomas H.

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Do high-frequency measures of volatility improve forecasts of return distributions?: REALIZED VOLATILITY von MAHEU, John M, MCCURDY, Thomas H

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Evidence of Risk Premiums in Foreign Currency Futures Markets von McCurdy, Thomas H., Morgan, Ieuan

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Intertemporal Risk in the Foreign Currency Futures Basis von Mccurdy, Thomas H., Morgan, Ieuan G.

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Tests for a Systematic Risk Component in Deviations From Uncovered Interest Rate Parity von McCurdy, Thomas H., Morgan, Ieuan G.

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