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Journal of empirical finance
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ECONIS (ZBW)
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1
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
2
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
3
The frequency of regime switching in financial market
volatility
BenSaïda, Ahmed
- In:
Journal of empirical finance
32
(
2015
),
pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
Saved in:
4
Estimating daily
volatility
in financial markets utilizing intraday data
Bollen, Bernard
;
Inder, Brett A.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 551-562
Persistent link: https://www.econbiz.de/10001712021
Saved in:
5
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
6
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
7
A generalized partially linear model of asymmetric
volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
8
Allocation of attention and the delayed reaction of stock returns to liquidity
shock
: global evidence
Lee, Kuan-hui
;
Wang, Shu Feng
- In:
Journal of empirical finance
72
(
2023
),
pp. 421-444
Persistent link: https://www.econbiz.de/10014476873
Saved in:
9
Technology shocks and stock returns : along-term perspective
Sharma, Susan Sunila
;
Narayan, Paresh Kumar
- In:
Journal of empirical finance
68
(
2022
),
pp. 67-83
Persistent link: https://www.econbiz.de/10013464438
Saved in:
10
Information acquisition and processing skills of institutions and retail investors around information shocks
Fung, Scott
;
Obaid, Khaled
;
Tsai, Shih-Chuan
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014578540
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