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A Bayesian view of temporary components in asset prices
Eraker, Bjørn - In: Journal of empirical finance 15 (2008) 3, pp. 503-517
Persistent link: https://www.econbiz.de/10003759567
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Structural models of corporate bond pricing with maximum likelihood estimation
Li, Ka Leung; Wong, Hoi Ying - In: Journal of empirical finance 15 (2008) 4, pp. 751-777
Persistent link: https://www.econbiz.de/10003759769
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Asset pricing models with errors-in-variables
Carmichael, Benoît; Coën, Alain - In: Journal of empirical finance 15 (2008) 4, pp. 778-788
Persistent link: https://www.econbiz.de/10003759770
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An inquiry into the economic fundamentals of the Fama and French equity factors
Simpson, Marc W.; Ramchander, Sanjay - In: Journal of empirical finance 15 (2008) 5, pp. 801-815
Persistent link: https://www.econbiz.de/10003776350
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Specification tests of asset pricing models using excess returns
Kan, Raymond; Robotti, Cesare - In: Journal of empirical finance 15 (2008) 5, pp. 816-838
Persistent link: https://www.econbiz.de/10003776354
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A comparison of trading and non-trading mechanisms for price discovery
Barclay, Michael J.; Hendershott, Terrence - In: Journal of empirical finance 15 (2008) 5, pp. 839-849
Persistent link: https://www.econbiz.de/10003776361
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The pricing discount for limited liquidity : evidence from SWX Swiss Exchange and the Nasdaq
Loderer, Claudio; Roth, Lukas - In: Journal of empirical finance 12 (2005) 2, pp. 239-268
Persistent link: https://www.econbiz.de/10002685078
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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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Momentum and mean reversion across national equity markets
Balvers, Ronald J.; Wu, Yangru - In: Journal of empirical finance 13 (2006) 1, pp. 24-48
Persistent link: https://www.econbiz.de/10003278622
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House prices and rents : an equilibrium asset pricing approach
Ayuso, Juan; Restoy, Fernando - In: Journal of empirical finance 13 (2006) 3, pp. 371-388
Persistent link: https://www.econbiz.de/10003334597