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Journal of empirical finance
Journal of econometrics
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Discussion paper / Tinbergen Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
431
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1
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
Saved in:
2
Common influences, spillover and integration in Chinese stock markets
Weber, Enzo
;
Zhang, Yanqun
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 382-394
Persistent link: https://www.econbiz.de/10009615675
Saved in:
3
GMM estimation of the number of latent factors : with application to international stock markets
Ahn, Seung Chan
;
Perez, M. Fabricio
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 783-802
Persistent link: https://www.econbiz.de/10009267244
Saved in:
4
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
Saved in:
5
Measuring the effects of geographical distance on stock market correlation
Eckel, Stefanie Martina
;
Löffler, Gunter
;
Maurer, Alina
; …
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 237-247
Persistent link: https://www.econbiz.de/10009301123
Saved in:
6
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
7
Are investors moonstruck? : further international evidence on lunar phases and stock returns
Keef, Stephen P.
;
Khaled, Mohammed S.
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 56-63
Persistent link: https://www.econbiz.de/10009301179
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8
Monetary policy and stock returns : financing constraints and asymmetries in bull and bear markets
Jansen, Dennis W.
;
Tsai, Chun-li
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 981-990
Persistent link: https://www.econbiz.de/10009267229
Saved in:
9
A network perspective of the stock market
Tse, Chi K.
;
Liu, Jing
;
Lau, Francis C. M.
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 659-667
Persistent link: https://www.econbiz.de/10009267260
Saved in:
10
Related securities and price discovery : evidence from NYSE-listed non-US stocks
Korczak, Piotr
;
Phylaktis, Kate
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 566-584
Persistent link: https://www.econbiz.de/10009267270
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