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~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"ARCH model"
~subject:"Canada"
~subject:"Share price"
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Journal of empirical finance
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1
Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.
;
Su, Yuli
;
Huang, Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
Saved in:
2
Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
Saved in:
3
Stock price and systematic risk effects of discontinuation of corporate R&D programs
Saad, Mohsen M.
;
Zantout, Zaher Z.
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 568-581
Persistent link: https://www.econbiz.de/10003900260
Saved in:
4
Price discovery in tick time
Frijns, Bart
;
Schotman, Peter C.
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
Saved in:
5
Why are stock returns and volatility negatively correlated?
Bae, Jinho
;
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
Saved in:
6
Asymmetric temporary and permanent stock-price innovations
Shively, Philip A.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 120-130
Persistent link: https://www.econbiz.de/10003416068
Saved in:
7
Are ex-day dividend clientele effects dead? : Dividend yield versus dividend size
Jakob, Keith J.
;
Ma, Tongshu
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 718-735
Persistent link: https://www.econbiz.de/10003609999
Saved in:
8
Are there Monday effects in stock returns : a stochastic dominance approach
Cho, Young-hyun
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 736-755
Persistent link: https://www.econbiz.de/10003610006
Saved in:
9
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
10
Is there a symmetric nonlinear causal relationship between large and small firms?
Francis, Bill B.
;
Mougoué, Mbodja
;
Panchenko, Valentyn
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10003943922
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