//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A reexamination of the equity-...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk premium
106
Risikoprämie
105
Capital income
66
Kapitaleinkommen
66
Estimation
54
Schätzung
54
Theorie
47
Theory
47
CAPM
43
Volatility
33
Volatilität
33
Forecasting model
32
Prognoseverfahren
32
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Yield curve
23
Zinsstruktur
23
Portfolio selection
21
Portfolio-Management
21
Risk
21
Statistical test
20
Statistischer Test
20
Risiko
19
Börsenkurs
17
Share price
17
Credit risk
14
Estimation theory
14
Kreditrisiko
14
Schätztheorie
14
Aktienmarkt
13
Stock market
13
Time series analysis
11
USA
11
United States
11
Zeitreihenanalyse
11
Credit derivative
10
Kreditderivat
10
Welt
10
World
10
ARCH model
9
more ...
less ...
Online availability
All
Undetermined
75
Type of publication
All
Article
148
Type of publication (narrower categories)
All
Article in journal
148
Aufsatz in Zeitschrift
148
Language
All
English
148
Author
All
Linton, Oliver
3
Baillie, Richard
2
Calice, Giovanni
2
Chiarella, Carl
2
Cho, Dooyeon
2
Chourdakis, Kyriakos
2
Gospodinov, Nikolaj
2
Kim, Jae H.
2
Myers, Robert J.
2
Papadimitriou, Fotios I.
2
Potter, Simon M.
2
Sarno, Lucio
2
Abhyankar, Abhay
1
Aboulamer, Anas
1
Ahn, Seung Chan
1
Al Zaman, Ashraf
1
Alexeev, Vitali
1
Alt, Raimund
1
Ammann, Manuel
1
Anderson, Mike
1
Andriosopoulos, Dimitris
1
Ang, Andrew
1
Antell, Jan
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Arouri, Mohamed
1
Astill, Sam
1
Balduzzi, Pierluigi
1
Ballestra, Luca Vincenzo
1
Barrieu, Pauline
1
Beaulieu, Marie-Claude
1
Berardi, Andrea
1
Berg, Kimberly A.
1
Blitz, David
1
Bonomo, Marco Antonio
1
Borup, Daniel
1
Boswijk, Herman Peter
1
Boubakri, Salem
1
Brennan, Michael J.
1
Brown, William O.
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
843
NBER working paper series
389
Economics letters
367
Working paper / National Bureau of Economic Research, Inc.
347
NBER Working Paper
327
CEMMAP working papers / Centre for Microdata Methods and Practice
325
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
309
Econometric theory
262
Econometric reviews
251
Journal of banking & finance
249
Journal of financial economics
213
Finance research letters
178
Discussion paper / Centre for Economic Policy Research
173
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
172
Applied economics letters
168
Applied economics
167
Working paper
160
The review of financial studies
152
The econometrics journal
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
Journal of international money and finance
142
Discussion paper / Tinbergen Institute
141
Discussion paper series / IZA
141
Journal of the American Statistical Association : JASA
141
Economic modelling
127
Cowles Foundation discussion paper
125
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
124
Energy economics
117
International review of economics & finance : IREF
117
Discussion papers / CEPR
114
SFB 649 discussion paper
114
Journal of applied econometrics
113
Working paper / Department of Econometrics and Business Statistics, Monash University
111
International review of financial analysis
110
The journal of finance : the journal of the American Finance Association
109
CESifo working papers
105
Discussion papers of interdisciplinary research project 373
98
Quantitative economics : QE ; journal of the Econometric Society
98
IMF Working Papers
96
more ...
less ...
Source
All
ECONIS (ZBW)
148
Showing
1
-
10
of
148
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing conditional factor models : a nonparametric approach
Li, Yan
;
Yang, Liyan
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 972-992
Persistent link: https://www.econbiz.de/10009492521
Saved in:
2
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
3
Are Asian stock markets efficient? : evidence from new multiple variance ratio tests
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 518-532
Persistent link: https://www.econbiz.de/10003759569
Saved in:
4
A simulation estimator for testing the time homogeneity of credit rating transitions
Kiefer, Nicholas Maximilian
;
Larson, C. Erik
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 818-835
Persistent link: https://www.econbiz.de/10003610022
Saved in:
5
Improving the statistical power of financial event studies : the inverse variance weighted average-based test
Graça, Tarcisio Barroso da
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 803-817
Persistent link: https://www.econbiz.de/10009267243
Saved in:
6
Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
Saved in:
7
Backtesting value-at-risk based on tail losses
Wong, Woon K.
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 526-538
Persistent link: https://www.econbiz.de/10009267283
Saved in:
8
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias
Hsu, Po-hsuan
;
Hsu, Yu-Chin
;
Kuan, Chung-ming
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 471-484
Persistent link: https://www.econbiz.de/10009267287
Saved in:
9
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
Saved in:
10
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->