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Journal of empirical finance
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1
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
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2
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
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3
Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Kim, Jae H.
;
Shamsuddin, Abul
;
Lim, Kian-Ping
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 868-879
Persistent link: https://www.econbiz.de/10009492527
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4
Chasing trends : recursive moving average trading rules and internet stocks
Fong, Wai-mun
;
Yong, Lawrence H.M.
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10002643240
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5
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
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6
Investor sentiment and stock returns : some international evidence
Schmeling, Maik
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 394-408
Persistent link: https://www.econbiz.de/10003856805
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7
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
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8
Investigation of the costly-arbitrage model of price formation around the ex-dividend day in Norway
Dai, Qinglei
;
Rydqvist, Kristian
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 582-596
Persistent link: https://www.econbiz.de/10003900261
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9
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
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10
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
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