Narrow search
Showing 1 - 10 of 156
Cover Image
Do stock returns rebound after bear markets? : an empirical analysis from five OECD countries
Zeng, Songlin; Bec, Frédérique - In: Journal of empirical finance 30 (2015), pp. 50-61
Persistent link: https://www.econbiz.de/10011489214
Cover Image
Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors
Xinyi, Liu; Margaritis, Dimitris; Wang, Peiming - In: Journal of empirical finance 19 (2012) 4, pp. 483-496
Persistent link: https://www.econbiz.de/10009615667
Cover Image
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro; Rodrigues, Paulo Jorge Maurício; … - In: Journal of empirical finance 70 (2023), pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Cover Image
Measuring the effects of geographical distance on stock market correlation
Eckel, Stefanie Martina; Löffler, Gunter; Maurer, Alina; … - In: Journal of empirical finance 18 (2011) 2, pp. 237-247
Persistent link: https://www.econbiz.de/10009301123
Cover Image
Global sytle momentum
Chao, Hsiao-ying; Collver, Charles; Limthanakom, Natcha - In: Journal of empirical finance 19 (2012) 3, pp. 319-333
Persistent link: https://www.econbiz.de/10009615682
Cover Image
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Cover Image
Predicting international stock returns with conditional price-to-fundamental ratios
Lawrenz, Jochen; Zorn, Josef - In: Journal of empirical finance 43 (2017), pp. 159-184
Persistent link: https://www.econbiz.de/10011817953
Cover Image
How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik; Vivek Singh - In: Journal of empirical finance 53 (2019), pp. 238-256
Persistent link: https://www.econbiz.de/10012171673
Cover Image
Isolating momentum crashes
Dierkes, Maik; Krupski, Jan - In: Journal of empirical finance 66 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Cover Image
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos; Dendramis, Yiannis; Tzavalis, Elias - In: Journal of empirical finance 28 (2014), pp. 151-170
Persistent link: https://www.econbiz.de/10011285074