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Journal of empirical finance
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ECONIS (ZBW)
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1
Endogenous risk in rational-expectations commodity models : a multivariate generalized ARCH-M approach
Holt, Matthew T.
;
Aradhyula, Satheesh V.
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 99-129
Persistent link: https://www.econbiz.de/10001374882
Saved in:
2
What do price discovery metrics really measure?
Putniņš, Tālis J.
- In:
Journal of empirical finance
23
(
2013
),
pp. 68-83
Persistent link: https://www.econbiz.de/10010221780
Saved in:
3
Investor sentiment and stock returns : global evidence
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of empirical finance
63
(
2021
),
pp. 365-391
Persistent link: https://www.econbiz.de/10013259274
Saved in:
4
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
5
Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil
;
Sarantis, Nicholas
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
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6
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.
;
Galvão, Ana Beatriz C.
;
Kim, Jae H.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 729-750
Persistent link: https://www.econbiz.de/10003759766
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7
Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.
;
Su, Yuli
;
Huang, Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
Saved in:
8
A comparison of trading and non-trading mechanisms for price discovery
Barclay, Michael J.
;
Hendershott, Terrence
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 839-849
Persistent link: https://www.econbiz.de/10003776361
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9
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
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10
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
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