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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~language:"bos"
~language:"eng"
~language:"hin"
~language:"kor"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"rus"
~subject:"Behavioural finance"
~subject:"Germany"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
~subject:"USA"
~subject:"Wirkungsanalyse"
~type:"article"
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Journal of empirical finance
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ECONIS (ZBW)
1,576
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1
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1
Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
Hediger, Simon
;
Näf, Jeffrey
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014578530
Saved in:
2
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
3
The effect of investor attention on stock price crash risk
Chen, Ting-Hsuan
;
Chen, Kai-sheng
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014491859
Saved in:
4
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
5
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
6
Expensive anomalies
Anginer, Deniz
;
Ray, Sugata
;
Seyhun, H. Nejat
;
Xu, Luqi
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014474374
Saved in:
7
Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Tang, Chia-Hsien
;
Lee, Yen-Hsien
;
Liu, Hung-Chun
;
Zeng, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1277-1292
Persistent link: https://www.econbiz.de/10014553986
Saved in:
8
Factor correlation and the cross section of asset returns : a correlation-robust machine learning approach
Sun, Chuanping
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578566
Saved in:
9
Factor momentum in the Chinese stock market
Ma, Tian
;
Liao, Cunfei
;
Jiang, Fuwei
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014491862
Saved in:
10
Hedging performance analysis of energy markets : evidence from copula quantile regression
Ren, Xianling
;
Yu, Xinping
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 432-450
Persistent link: https://www.econbiz.de/10014475503
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