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Journal of empirical finance
Journal of econometrics
41
International journal of production research
26
The journal of finance : the journal of the American Finance Association
23
CREATES Research Papers
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Journal of Econometrics
22
NBER Working Paper
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1
On the risk return relationship
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of empirical finance
21
(
2013
),
pp. 132-141
Persistent link: https://www.econbiz.de/10009745277
Saved in:
2
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
3
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
4
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
5
On the risk return relationship
Wang, Jianxin
;
Yang, Minxian
- In:
Journal of empirical finance
21
(
2013
),
pp. 132-141
Persistent link: https://www.econbiz.de/10010092084
Saved in:
6
Pricing behavior in an off-hours computerized market
Coppejans, Mark
;
Domowitz, Ian
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 583-607
Persistent link: https://www.econbiz.de/10001505803
Saved in:
7
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, T.
;
Cai, J.
;
Song, F.M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10007242671
Saved in:
8
Intraday periodicity and volatility persistence in financial markets
Andersen, T.G.
;
Bollerslev, T.
- In:
Journal of empirical finance
4
(
1997
)
2-3
,
pp. 115-158
Persistent link: https://www.econbiz.de/10007250568
Saved in:
9
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y.B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10007232493
Saved in:
10
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
Saved in:
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