Narrow search
Showing 1 - 10 of 437
Cover Image
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
Cover Image
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon; Miu, Peter - In: Journal of empirical finance 70 (2023), pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Cover Image
Long-run performance evaluation : correlation and heteroskedasticity-consistent tests
Jegadeesh, Narasimhan; Karceski, Jason - In: Journal of empirical finance 16 (2009) 1, pp. 101-111
Persistent link: https://www.econbiz.de/10003800541
Cover Image
On the usefulness of the contrarian strategy across national stock markets : a grid bootstrap analysis
Kim, Hyeongwoo - In: Journal of empirical finance 16 (2009) 5, pp. 734-744
Persistent link: https://www.econbiz.de/10003900389
Cover Image
Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther - In: Journal of empirical finance 16 (2009) 4, pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
Cover Image
International comovement of stock market returns : a wavelet analysis
Rua, António; Nunes, Luis C. - In: Journal of empirical finance 16 (2009) 4, pp. 632-639
Persistent link: https://www.econbiz.de/10003900313
Cover Image
Stock and bond returns with Moody Investors
Bekaert, Geert; Engstrom, Eric; Grenadier, Steven R. - In: Journal of empirical finance 17 (2010) 5, pp. 867-894
Persistent link: https://www.econbiz.de/10009267237
Cover Image
An empirical investigation of stock market behavior in the Middle East and North Africa
Cheng, Ai-ru; Jahan-Parvar, Mohammad R.; Rothman, Philip - In: Journal of empirical finance 17 (2010) 3, pp. 413-427
Persistent link: https://www.econbiz.de/10009267291
Cover Image
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang; Liang, Shin-shun - In: Journal of empirical finance 18 (2011) 4, pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Cover Image
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