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Seasonality in the cross section of stock returns : advanced markets versus emerging markets
Li, Fengyun; Zhang, Huacheng; Zheng, Dazhi - In: Journal of empirical finance 49 (2018), pp. 263-281
Persistent link: https://www.econbiz.de/10012117746
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Time-variations in commodity price jumps
Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
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Pre-holiday effect, large trades and small investor behaviour
Meneu Ferrer, Vicente; Alañón Pardo, Ángel - In: Journal of empirical finance 11 (2004) 2, pp. 231-246
Persistent link: https://www.econbiz.de/10001981326
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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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Real estate prices : an international study of seasonality's sentiment effect
Kaplanski, Guy; Levy, Haim - In: Journal of empirical finance 19 (2012) 1, pp. 123-146
Persistent link: https://www.econbiz.de/10009615764
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Does the weather have impacts on returns and trading acitivities in order-driven stock markets? : evidence from China
Lu, Jing; Chou, Robin K. - In: Journal of empirical finance 19 (2012) 1, pp. 79-93
Persistent link: https://www.econbiz.de/10009615815
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The demand effect of yield-chasing retail investors: evidence from the Chinese enterprise bond market
Liu, Clark; Wang, Shujing; Wei, K. C. John; Zhong, Ninghua - In: Journal of empirical finance 50 (2019), pp. 57-77
Persistent link: https://www.econbiz.de/10012169920
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001224723