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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
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Market closure and predictability of intradaily stock returns in the United States and Japan
Lin, Wen-ling Tsai - In: Journal of empirical finance 2 (1995) 1, pp. 19-44
Persistent link: https://www.econbiz.de/10001181812
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International stock price spillovers and market liberalization : evidence from Korea, Japan, and the United States
Kim, Sang W. - In: Journal of empirical finance 2 (1995) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10001183231
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Consumer confidence or the business cycle : what matters more for European expected returns?
Møller, Stig Vinther; Nørholm, Henrik; Rangvid, Jesper - In: Journal of empirical finance 28 (2014), pp. 230-248
Persistent link: https://www.econbiz.de/10011285064
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The impact of ECB macro-announcements on bid-ask spreads of European blue chips
Rühl, Tobias R.; Stein, Michael - In: Journal of empirical finance 31 (2015), pp. 54-71
Persistent link: https://www.econbiz.de/10011489337
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Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub; Seo, Byoung Ki - In: Journal of empirical finance 40 (2017), pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
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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
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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
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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
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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