Narrow search
Showing 1 - 10 of 121
Cover Image
Do foreign investors insulate firms from local shocks? : evidence from the response of investable firms to monetary policy
Francis, Bill B.; Hunter, Delroy M.; Kelly, Patrick - In: Journal of empirical finance 58 (2020), pp. 386-411
Persistent link: https://www.econbiz.de/10012430712
Cover Image
Size, book-to-market ratio and macroeconomic news
Cenesizoglu, Tolga - In: Journal of empirical finance 18 (2011) 2, pp. 248-270
Persistent link: https://www.econbiz.de/10009301122
Cover Image
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Cover Image
Transaction duration and asymmetric price impact of trades : evidence from Australia
Yang, Joey Wenling - In: Journal of empirical finance 18 (2011) 1, pp. 91-102
Persistent link: https://www.econbiz.de/10009301172
Cover Image
Monetary policy and stock returns : financing constraints and asymmetries in bull and bear markets
Jansen, Dennis W.; Tsai, Chun-li - In: Journal of empirical finance 17 (2010) 5, pp. 981-990
Persistent link: https://www.econbiz.de/10009267229
Cover Image
The Monday effect revisited : an alternative testing approach
Alt, Raimund; Fortin, Ines; Weinberger, Simon - In: Journal of empirical finance 18 (2011) 3, pp. 447-460
Persistent link: https://www.econbiz.de/10009302091
Cover Image
Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-879
Persistent link: https://www.econbiz.de/10009492527
Cover Image
Firm level return-volatility analysis using dynamic panels
Smith, L. Vanessa; Yamagata, Takashi - In: Journal of empirical finance 18 (2011) 5, pp. 847-867
Persistent link: https://www.econbiz.de/10009492528
Cover Image
The reaction of stock returns to news about fundamentals
Cenesizoglu, Tolga - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 1072-1093
Persistent link: https://www.econbiz.de/10011284880
Cover Image
Consumer confidence or the business cycle : what matters more for European expected returns?
Møller, Stig Vinther; Nørholm, Henrik; Rangvid, Jesper - In: Journal of empirical finance 28 (2014), pp. 230-248
Persistent link: https://www.econbiz.de/10011285064