Investor attention and FX market volatility J Goddard, A Kita, Q Wang Journal of International Financial Markets, Institutions and Money 38, 79-96, 2015 | 156 | 2015 |
Investor attention and FX market volatility A Kita, Q Wang Available at SSRN 2022100, 2012 | 31 | 2012 |
Speculate against speculative demand O Ap Gwilym, A Kita, Q Wang International Review of Financial Analysis 34, 212-221, 2014 | 14 | 2014 |
Same firm, two volatilities: How variance risk is priced in credit and equity markets A Kita, DL Tortorice Journal of Corporate Finance 69, 101885, 2021 | 5 | 2021 |
Arbitrage in International Sovereign Debt Markets? Evidence from the Inflation‐Protected Securities of Six Countries A Kita, DL Tortorice Journal of Money, Credit and Banking 53 (6), 1417-1448, 2021 | 3 | 2021 |
CDS spreads explained with credit spread volatility and jump risk of individual firms A Kita Available at SSRN 2136458, 2012 | 3 | 2012 |
Can Risk Models Extract Inflation Expectations from Financial Market Data? Evidence from the Inflation Protected Securities of Six Countries DL Tortorice, A Kita College of the Holy Cross, Department of Economics Working Papers, 2018 | 2 | 2018 |
Machine learning predictions of credit and equity risk Premia A Kita Available at SSRN 3800205, 2021 | 1 | 2021 |
Liquidity of Central Stocks A Kita, Y Zhang Available at SSRN 5072373, 2024 | | 2024 |
Risk Shocks and Business Cycles: Evidence from Credit Options A Kita, DL Tortorice Available at SSRN 4721719, 2024 | | 2024 |
Option-Based Volatility Timing A Kita, D Ronchetti, Y Zhang Available at SSRN 4391540, 2023 | | 2023 |
Extrapolation and Cognitive Dissonance in the Market for Credit Risk A Kita Extrapolation and Cognitive Dissonance in the Market for Credit Risk: Kita …, 2021 | | 2021 |