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The implications of IPO underpricing for the firm and insiders : tests of asymmetric information theories
Kennedy, Duane B.; Sivakumar, Ranjini; Vetzal, Kenneth R. - In: Journal of empirical finance 13 (2006) 1, pp. 49-78
Persistent link: https://www.econbiz.de/10003278627
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Noise trading and the price formation process
Berkman, Henk; Koch, Paul Douglas - In: Journal of empirical finance 15 (2008) 2, pp. 232-250
Persistent link: https://www.econbiz.de/10003699131
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"KLICing" there and back again : portfolio selection using the empirical likelihood divergence and Hellinger distance
Haley, M. Ryan; McGee, M. Kevin - In: Journal of empirical finance 18 (2011) 2, pp. 341-352
Persistent link: https://www.econbiz.de/10009301111
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Do bond rating changes affect the information asymmetry of stock trading?
He, Yan; Wang, Junbo; Wei, K. C. John - In: Journal of empirical finance 18 (2011) 1, pp. 103-116
Persistent link: https://www.econbiz.de/10009301169
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Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.; Moreira, Fernando - In: Journal of empirical finance 18 (2011) 4, pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
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The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang; Liang, Shin-shun - In: Journal of empirical finance 18 (2011) 4, pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
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A note on the returns from minimum variance investing
Scherer, Bernd - In: Journal of empirical finance 18 (2011) 4, pp. 652-660
Persistent link: https://www.econbiz.de/10009306537
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On the distribution and estimation of trading costs
Kourtis, Apostolos - In: Journal of empirical finance 28 (2014), pp. 104-117
Persistent link: https://www.econbiz.de/10011285084
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An empirical investigation of methods to reduce transaction costs
Moorman, Theodore - In: Journal of empirical finance 29 (2014), pp. 230-246
Persistent link: https://www.econbiz.de/10011300477