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Journal of empirical finance
International journal of forecasting
1,598
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583
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ECONIS (ZBW)
194
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1
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias
Hsu, Po-hsuan
;
Hsu, Yu-Chin
;
Kuan, Chung-ming
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 471-484
Persistent link: https://www.econbiz.de/10009267287
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2
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
3
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
Saved in:
4
Testing the martingale hypothesis for gross returns
Linton, Oliver
;
Smetanina, Ekaterina
- In:
Journal of empirical finance
38
(
2016
),
pp. 664-689
Persistent link: https://www.econbiz.de/10011663757
Saved in:
5
Testing predictability of stock returns under possible bubbles
Yang, Bingduo
;
Long, Wei
;
Yang, Zihui
- In:
Journal of empirical finance
68
(
2022
),
pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
Saved in:
6
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
Saved in:
7
A simulation estimator for testing the time homogeneity of credit rating transitions
Kiefer, Nicholas Maximilian
;
Larson, C. Erik
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 818-835
Persistent link: https://www.econbiz.de/10003610022
Saved in:
8
Improving the statistical power of financial event studies : the inverse variance weighted average-based test
Graça, Tarcisio Barroso da
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 803-817
Persistent link: https://www.econbiz.de/10009267243
Saved in:
9
Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
Saved in:
10
Backtesting value-at-risk based on tail losses
Wong, Woon K.
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 526-538
Persistent link: https://www.econbiz.de/10009267283
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