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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
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Market integration and financial linkages among stock markets in Pacific Basin countries
Chevallier, Julien; Nguyen, Duc Khuong; Siverskog, Jonathan - In: Journal of empirical finance 46 (2018), pp. 77-92
Persistent link: https://www.econbiz.de/10012103436
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The “Cubic Law of the Stock Returns” in emerging markets
Gu, Zhiye; Ibragimov, Rustam Ju. - In: Journal of empirical finance 46 (2018), pp. 182-190
Persistent link: https://www.econbiz.de/10012103444
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A compound duration model for high-frequency asset returns
Aldrich, Eric M.; Heckenbach, Indra; Laughlin, Gregory - In: Journal of empirical finance 39 (2016), pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
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The interaction between foreigners' trading and stock market returns in emerging Europe
Ülkü, Numan - In: Journal of empirical finance 33 (2015), pp. 243-262
Persistent link: https://www.econbiz.de/10011556886
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Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; … - In: Journal of empirical finance 29 (2014), pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
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Direct evidence of dividend tax clienteles
Dahlquist, Magnus; Robertsson, Göran; Rydqvist, Kristian - In: Journal of empirical finance 28 (2014), pp. 1-12
Persistent link: https://www.econbiz.de/10011284516
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Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki; Heimonen, Kari - In: Journal of empirical finance 28 (2014), pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
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The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam; Kizys, Renatas; Raza, Muhammad Wajid - In: Journal of empirical finance 55 (2020), pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
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The role of analysts: an examination of the idiosyncratic volatility anomaly in the Chinese stock market
Gu, Ming; Jiang, George J.; Xu, Bu - In: Journal of empirical finance 52 (2019), pp. 237-254
Persistent link: https://www.econbiz.de/10012171127