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Ranking of finance journals : some Google Scholar citation perspectives
Chan, Kam C.; Chang, Chih-Hsiang; Chang, Yuanchen - In: Journal of empirical finance 21 (2013), pp. 241-250
Persistent link: https://www.econbiz.de/10009745251
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Significance testing in empirical finance : a critical review and assessment
Kim, Jae H.; Ji, Philip Inyeob - In: Journal of empirical finance 34 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011556971
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Does managerial ability facilitate corporate innovative success?
Chen, Yangyang; Podolski, Edward J.; Veeraraghavan, Madhu - In: Journal of empirical finance 34 (2015), pp. 313-326
Persistent link: https://www.econbiz.de/10011557157
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Finance conference quality and publication success : a conference ranking
Reinartz, Sebastian J.; Urban, Daniel - In: Journal of empirical finance 42 (2017), pp. 155-174
Persistent link: https://www.econbiz.de/10011808559
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Monitoring institutional ownership and corporate innovation
Miller, Steve M.; Qiu, Bin; Wang, Bin; Yang, Tina - In: Journal of empirical finance 69 (2022), pp. 144-165
Persistent link: https://www.econbiz.de/10013478523
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Instability of return prediction models
Paye, Bradley S.; Timmermann, Allan - In: Journal of empirical finance 13 (2006) 3, pp. 274-315
Persistent link: https://www.econbiz.de/10003334583
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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, Andrea; Kapetanios, George - In: Journal of empirical finance 16 (2009) 2, pp. 188-200
Persistent link: https://www.econbiz.de/10003839250
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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Which power variation predicts volatility well?
Ghysels, Eric; Sohn, Bumjean - In: Journal of empirical finance 16 (2009) 4, pp. 686-700
We estimate MIDAS regressions with various (bi)power variations to predict future volatility measured via increments in quadratic variation. Instead of pre-determining the (bi)power variation we parameterize it and estimate the intra-daily return power transformation that optimally predicts...
Persistent link: https://www.econbiz.de/10003900365
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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