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The characteristics of informed trading : implications for asset pricing
Aslan, Hadiye; Easley, David; Hvidkjær, Søren; … - In: Journal of empirical finance 18 (2011) 5, pp. 782-801
Persistent link: https://www.econbiz.de/10009492072
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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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Editor's introduction for the special issue of the Journal of Empirical Finance, on "asset pricing : methods and applications"
Conrad, Christian; Karanasos, Menelaos - In: Journal of empirical finance 29 (2014), pp. 1-2
Persistent link: https://www.econbiz.de/10011302567
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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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A new family of equity style indices and mutual fund performance : do liquidity and idiosyncratic risk matter?
Wagner, Niklas F.; Winter, Elisabeth - In: Journal of empirical finance 21 (2013), pp. 69-85
Persistent link: https://www.econbiz.de/10009745292
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Another look at the cross-section and time-series of stock returns : 1951 to 2011
Du, Ding - In: Journal of empirical finance 20 (2013), pp. 130-146
Persistent link: https://www.econbiz.de/10009717865
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An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura - In: Journal of empirical finance 11 (2004) 2, pp. 163-184
Persistent link: https://www.econbiz.de/10001880919
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Time-series and cross-sectional excess comovement in stock indexes
Kallberg, Jarl G.; Pasquariello, Paolo - In: Journal of empirical finance 15 (2008) 3, pp. 481-502
Persistent link: https://www.econbiz.de/10003759562
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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
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A re-examination of the asymmetric power ARCH model
Karanasos, Menelaos; Kim, Jinki - In: Journal of empirical finance 13 (2006) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10003278634