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The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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A long memory property of stock market returns and a new model
Ding, Zhuanxin - In: Journal of empirical finance 1 (1993) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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Time-varying risk : the case of the American computer industry
González-Rivera, Gloria - In: Journal of empirical finance 2 (1996) 4, pp. 333-342
Persistent link: https://www.econbiz.de/10001208686
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Another look at long memory in common stock returns
Hiemstra, Craig - In: Journal of empirical finance 4 (1997) 4, pp. 373-401
Persistent link: https://www.econbiz.de/10001236460
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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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Information uncertainty and target valuation in mergers and acquisitions
Li, Lin; Tong, Wilson H. - In: Journal of empirical finance 45 (2018), pp. 84-107
Persistent link: https://www.econbiz.de/10012102443
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Maximal predictability under long-term mean reversion
Hjalmarsson, Erik - In: Journal of empirical finance 45 (2018), pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
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Residual momentum in Japan
Chang, Rosita P.; Ko, Kuan-Cheng; Nakano, Shinji; Rhee, … - In: Journal of empirical finance 45 (2018), pp. 283-299
Persistent link: https://www.econbiz.de/10012102451
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The valuation effects of investor attention in stock-financed acquisitions
Adra, Samer; Barbopoulos, Leonidas G. - In: Journal of empirical finance 45 (2018), pp. 108-125
Persistent link: https://www.econbiz.de/10012102456
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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