Narrow search
Showing 1 - 7 of 7
Cover Image
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook; Kim, Jaebeom - In: Journal of empirical finance 64 (2021), pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Cover Image
A compound duration model for high-frequency asset returns
Aldrich, Eric M.; Heckenbach, Indra; Laughlin, Gregory - In: Journal of empirical finance 39 (2016), pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
Cover Image
Dispersion of beliefs, ambiguity, and the cross-section of stock returns
Lee, Deok-Hyeon; Min, Byoung-Kyu; Kim, Tong Suk - In: Journal of empirical finance 50 (2019), pp. 43-56
Persistent link: https://www.econbiz.de/10012169918
Cover Image
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing; Cheng, Tingting; Yan, Cheng - In: Journal of empirical finance 49 (2018), pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
Cover Image
Idiosyncratic returns and relative value in the US Treasury market
Nielsen, Youngju; Pungaliya, Raunaq S. - In: Journal of empirical finance 44 (2017), pp. 125-144
Persistent link: https://www.econbiz.de/10011818003
Cover Image
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang; Dai, Yiqing; Haque, Tariq; Kot, Hung Wan; … - In: Journal of empirical finance 69 (2022), pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Cover Image
Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh; Huh, Sahn-Wook; Park, Jeayoung - In: Journal of empirical finance 70 (2023), pp. 276-307
Persistent link: https://www.econbiz.de/10014423707