Narrow search
Showing 1 - 10 of 299
Cover Image
Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying; Peretti, Christian de; Qiao, Zhuo; … - In: Journal of empirical finance 19 (2012) 1, pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
Cover Image
Testing for monotonicity in expected asset returns
Romano, Joseph P.; Wolf, Michael - In: Journal of empirical finance 23 (2013), pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
Cover Image
Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard; Montes Schütte, Erik Christian - In: Journal of empirical finance 58 (2020), pp. 207-225
Persistent link: https://www.econbiz.de/10012430675
Cover Image
Do interventions in foreign exchange markets modify investors' expectations? : the experience of Japan between 1992 and 2004
Morel, Christophe; Teïletche, Jérôme - In: Journal of empirical finance 15 (2008) 2, pp. 211-231
Persistent link: https://www.econbiz.de/10003699129
Cover Image
UK mutual fund performance : skill or luck?
Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: Journal of empirical finance 15 (2008) 4, pp. 613-634
Persistent link: https://www.econbiz.de/10003759704
Cover Image
Robust performance hypothesis testing with the Sharpe ratio
Ledoit, Olivier; Wolf, Michael - In: Journal of empirical finance 15 (2008) 5, pp. 850-859
Persistent link: https://www.econbiz.de/10003776371
Cover Image
On the usefulness of the contrarian strategy across national stock markets : a grid bootstrap analysis
Kim, Hyeongwoo - In: Journal of empirical finance 16 (2009) 5, pp. 734-744
Persistent link: https://www.econbiz.de/10003900389
Cover Image
Does intraday technical analysis in the US equity market have value?
Marshall, Ben R.; Cahan, Rochester H.; Cahan, Jared M. - In: Journal of empirical finance 15 (2008) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10003699122
Cover Image
Fixed-income fund performance : role of luck and ability in tail membership
Ayadi, Mohamed A.; Kryzanowski, Lawrence - In: Journal of empirical finance 18 (2011) 3, pp. 379-392
Persistent link: https://www.econbiz.de/10009302108
Cover Image
A note on the returns from minimum variance investing
Scherer, Bernd - In: Journal of empirical finance 18 (2011) 4, pp. 652-660
Persistent link: https://www.econbiz.de/10009306537