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Daily expectations of returns index
Gholampour, Vahid - In: Journal of empirical finance 54 (2019), pp. 236-252
Persistent link: https://www.econbiz.de/10012174813
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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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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
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On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
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An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Marquering, Wessel A.; Verbeek, Marno - In: Journal of empirical finance 6 (1999) 3, pp. 243-265
Persistent link: https://www.econbiz.de/10001426363
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The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.; Karolyi, G. Andrew - In: Journal of empirical finance 13 (2006) 4/5, pp. 519-549
Persistent link: https://www.econbiz.de/10003370863
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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
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Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand
Visaltanachoti, Nuttawat; Charoenwong, Charlie; Ding, … - In: Journal of empirical finance 18 (2011) 3, pp. 474-487
Persistent link: https://www.econbiz.de/10009302085
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Does information vault Niagara Falls? : cross-listed trading in New York and Toronto
Chen, Haiqiang; Sub Choi, Paul Moon - In: Journal of empirical finance 19 (2012) 2, pp. 175-199
Persistent link: https://www.econbiz.de/10009615724
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Stock market illiquidity, bargaining power and the cost of borrowing
Chen, Jiayuan; Gong, Di; Muckley, Cal - In: Journal of empirical finance 58 (2020), pp. 181-206
Persistent link: https://www.econbiz.de/10012430673