Narrow search
Showing 51 - 60 of 447
Cover Image
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
Cover Image
How does owners' exposure to idiosyncratic risk influence the capital structure of private companies?
Müller, Elisabeth - In: Journal of empirical finance 15 (2008) 2, pp. 185-198
Persistent link: https://www.econbiz.de/10003699121
Cover Image
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
Cover Image
Finite sample accuracy and choice of sampling frequency in integrated volatility extimation
Nielsen, Morten Ørregaard; Frederiksen, Per - In: Journal of empirical finance 15 (2008) 2, pp. 265-286
Persistent link: https://www.econbiz.de/10003699137
Cover Image
"Optimal" probabilistic and directional predictions of financial returns
Thomakos, Dimitrios D.; Wang, T'ao - In: Journal of empirical finance 17 (2010) 1, pp. 102-119
Persistent link: https://www.econbiz.de/10003943949
Cover Image
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
Cover Image
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris; Croux, Christophe; Laurent, Sébastien - In: Journal of empirical finance 18 (2011) 2, pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
Cover Image
"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
Cover Image
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
Cover Image
The critical role of conditioning information in determining if value is really riskier than growth
Cooper, Michael J.; Gubellini, Stefano - In: Journal of empirical finance 18 (2011) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10009301119