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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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Does risk aversion drive financial crises? : testing the predictive power of empirical indicators
Coudert, Virginie; Gex, Mathieu - In: Journal of empirical finance 15 (2008) 2, pp. 167-184
Persistent link: https://www.econbiz.de/10003699118
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Size, book-to-market ratio and macroeconomic news
Cenesizoglu, Tolga - In: Journal of empirical finance 18 (2011) 2, pp. 248-270
Persistent link: https://www.econbiz.de/10009301122
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Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas; Fung, William; Loon, Yee Cheng; Naik, … - In: Journal of empirical finance 18 (2011) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10009301134
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Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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Transaction duration and asymmetric price impact of trades : evidence from Australia
Yang, Joey Wenling - In: Journal of empirical finance 18 (2011) 1, pp. 91-102
Persistent link: https://www.econbiz.de/10009301172
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Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de; Sercu, Piet - In: Journal of empirical finance 18 (2011) 1, pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
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Monetary policy and stock returns : financing constraints and asymmetries in bull and bear markets
Jansen, Dennis W.; Tsai, Chun-li - In: Journal of empirical finance 17 (2010) 5, pp. 981-990
Persistent link: https://www.econbiz.de/10009267229
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GMM estimation of the number of latent factors : with application to international stock markets
Ahn, Seung Chan; Perez, M. Fabricio - In: Journal of empirical finance 17 (2010) 4, pp. 783-802
Persistent link: https://www.econbiz.de/10009267244
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The plausibility of risk estimates and implied costs to international equity investments
Moor, Lieven de; Sercu, Piet; Vanpée, Rosanne - In: Journal of empirical finance 17 (2010) 4, pp. 623-644
Persistent link: https://www.econbiz.de/10009267264