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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
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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
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Price discovery in floor and screen trading systems
Theissen, Erik - In: Journal of empirical finance 9 (2002) 4, pp. 455-474
Persistent link: https://www.econbiz.de/10001711976
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.; Herwartz, Helmut - In: Journal of empirical finance 8 (2001) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
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Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo; Schipp, Bernhard - In: Journal of empirical finance 23 (2013), pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
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Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren; Hambuckers, Julien - In: Journal of empirical finance 65 (2022), pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
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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
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Income, trading, and performance : evidence from retail investors
Bui, Dien Giau; Hasan, Iftekhar; Lin, Chih-Yung; Zhai, … - In: Journal of empirical finance 66 (2022), pp. 176-195
Persistent link: https://www.econbiz.de/10013371058
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The implied volatility term structure of stock index options
Mixon, Scott - In: Journal of empirical finance 14 (2007) 3, pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
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Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim - In: Journal of empirical finance 18 (2011) 2, pp. 368-378
Persistent link: https://www.econbiz.de/10009301107