Narrow search
Showing 1 - 10 of 156
Cover Image
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
Cover Image
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
Cover Image
Are investors moonstruck? : Lunar phases and stock returns
Yuan, Kathy; Lu, Zheng; Zhu, Qiaoqiao - In: Journal of empirical finance 13 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003278619
Cover Image
Information content and other characteristics of the daily cross-sectional dispersion in stock returns
Connolly, Robert A.; Stivers, Christopher T. - In: Journal of empirical finance 13 (2006) 1, pp. 79-112
Persistent link: https://www.econbiz.de/10003278630
Cover Image
Stock market development and internationalization : do economic fundamentals spur both similarly?
Claessens, Stijn; Klingebiel, Daniela; Schmukler, Sergio L. - In: Journal of empirical finance 13 (2006) 3, pp. 316-350
Persistent link: https://www.econbiz.de/10003334587
Cover Image
Stock and bond market interactions with level and asymmetry dynamics : an out-of-sample application
Goeij, Peter de; Marquering, Wessel A. - In: Journal of empirical finance 16 (2009) 2, pp. 318-329
Persistent link: https://www.econbiz.de/10003839335
Cover Image
A censored stochastic volatility approach to the estimation of price limit moves
Hsieh, Ping-hung; Yang, J. Jimmy - In: Journal of empirical finance 16 (2009) 2, pp. 337-351
Persistent link: https://www.econbiz.de/10003839342
Cover Image
Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther - In: Journal of empirical finance 16 (2009) 4, pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
Cover Image
Dual long-memory, structural breaks and the link between turnover and the range-based volatility
Karanasos, Menelaos; Kartsaklas, A. - In: Journal of empirical finance 16 (2009) 5, pp. 838-851
Persistent link: https://www.econbiz.de/10003900413
Cover Image
Sources of contrarian profits in the Japanese stock market
Chou, Pin-huang; Wei, K. C. John; Chung, Huimin - In: Journal of empirical finance 14 (2007) 3, pp. 261-286
Persistent link: https://www.econbiz.de/10003609830