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Jitka Hilliard
Jitka Hilliard
Professor of Finance, Auburn University
在 auburn.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
Size and price-to-book effects: Evidence from the Chinese stock markets
J Hilliard, H Zhang
Pacific-Basin Finance Journal 32, 40-55, 2015
952015
Do state regulations affect payday lender concentration?
JR Barth, J Hilliard, JS Jahera, Y Sun
Journal of Economics and Business 84, 14-29, 2016
612016
Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds
J Hilliard
Global Finance Journal 25 (2), 90-107, 2014
432014
Banks and payday lenders: Friends or foes?
JR Barth, J Hilliard, JS Jahera
International Advances in Economic Research 21, 139-153, 2015
362015
The role of market sentiment in asset allocations and stock returns
J Hilliard, A Narayanasamy, S Zhang
Journal of Behavioral Finance 21 (4), 423-441, 2020
22*2020
The US financial crisis and corporate dividend reactions: for better or for worse?
Z Hilliard, Jahera
Review of Quantitative Finance and Accounting 53 (4), 1165-1193, 2019
192019
Rebalancing versus buy and hold: theory, simulation and empirical analysis
JE Hilliard, J Hilliard
Review of Quantitative Finance and Accounting 50, 1-32, 2018
182018
On education level and terms in obtaining P2P funding: New evidence from China
J Xu, J Hilliard, JR Barth
International Review of Finance 20 (4), 801-826, 2020
142020
A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts
JE Hilliard, J Hilliard
Journal of Banking & Finance 98, 137-155, 2019
92019
Estimating early exercise premiums on gold and copper options using a multifactor model and density matched lattices
JE Hilliard, J Hilliard
Financial Review 50 (1), 27-56, 2015
92015
Option pricing under short-lived arbitrage: theory and tests
JE Hilliard, J Hilliard
Quantitative Finance 17 (11), 1661-1681, 2017
82017
Payday lending, crime, and bankruptcy: Is there a connection?
JR Barth, J Hilliard, JS Jahera, KB Lee, Y Sun
Journal of Consumer Affairs 54 (4), 1159-1177, 2020
72020
A comparison of rebalanced and buy and hold portfolios: does monetary policy matter?
JE Hilliard, J Hilliard
Review of Pacific basin financial markets and policies 18 (01), 1550006, 2015
72015
State pension plans for public employees: A rough road ahead
JR Barth, J Hilliard, JS Jahera, S Joo, K Lee
Available at SSRN 2766997, 2016
62016
Media tone and stock price crash risk: evidence from China
R Zhao, R Fan, X Xiong, J Wang, J Hilliard
Mathematics 11 (17), 3675, 2023
52023
Volatilities implied by price changes in the S&P 500 options and futures contracts
J Hilliard, W Li
Review of quantitative finance and accounting 42, 599-626, 2014
52014
Pricing American options when there is short–lived arbitrage
JE Hilliard, J Hilliard
International Journal of Financial Markets and Derivatives 4 (1), 43-53, 2015
42015
The GameStop short squeeze: Put–call parity and the effect of frictions before, during and after the squeeze
J Hilliard, Jimmy E, Hilliard
Journal of Futures Markets 43 (5), 635-661, 0
4*
Timing versus buy and hold: A model for determining predictive accuracy required for superior performance
JE Hilliard, J Hilliard
Financial Review 46 (4), 595-620, 2011
32011
Exchange-Traded Funds Investing in the European Emerging Markets
J Hilliard, TD Le
Journal of Eastern European and Central Asian Research (JEECAR) 9 (2), 260-270, 2022
22022
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