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33
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Journal of empirical finance
The review of financial studies
125
Working paper / National Bureau of Economic Research, Inc.
102
IMF Working Papers
99
NBER working paper series
94
Journal of financial and quantitative analysis : JFQA
93
NBER Working Paper
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Economic modelling
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International journal of finance & economics : IJFE
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Factor momentum in the Chinese stock market
Ma, Tian
;
Liao, Cunfei
;
Jiang, Fuwei
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014491862
Saved in:
2
Industry regulation and the comovement of stock returns
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Journal of empirical finance
73
(
2023
),
pp. 206-219
Persistent link: https://www.econbiz.de/10014477011
Saved in:
3
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
- In:
Journal of empirical finance
73
(
2023
),
pp. 272-292
Persistent link: https://www.econbiz.de/10014477029
Saved in:
4
Cross-sectional uncertainty and expected stock returns
Yu, Deshui
;
Huang, Difang
- In:
Journal of empirical finance
72
(
2023
),
pp. 321-340
Persistent link: https://www.econbiz.de/10014476861
Saved in:
5
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
6
Stock returns in global value chains : the role of upstreamness and downstreamness
Branger, Nicole
;
Flacke, René Marian
;
Meyerhof, Paul
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477127
Saved in:
7
It is not just what you say, but how you say it : why tonality matters in central bank communication
Gu, Chen
;
Chen, Denghui
;
Stan, Raluca
;
Shen, Aizhong
- In:
Journal of empirical finance
68
(
2022
),
pp. 216-231
Persistent link: https://www.econbiz.de/10013464489
Saved in:
8
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:
9
Time-dependent lottery preference and the cross-section of stock returns
Lin, Chaonan
;
Chen, Hong-Yi
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Journal of empirical finance
64
(
2021
),
pp. 272-294
Persistent link: https://www.econbiz.de/10013259495
Saved in:
10
Mispricing firm-level productivity
Ang, Tze Chuan
;
Lam, F. Y. Eric C.
;
Wei, K. C. John
- In:
Journal of empirical finance
58
(
2020
),
pp. 139-163
Persistent link: https://www.econbiz.de/10012430668
Saved in:
11
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
12
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
13
Dispersion of beliefs, ambiguity, and the cross-section of stock returns
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Kim, Tong Suk
- In:
Journal of empirical finance
50
(
2019
),
pp. 43-56
Persistent link: https://www.econbiz.de/10012169918
Saved in:
14
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
15
Cross-sectional return dispersion and currency momentum
Eriksen, Jonas Nygaard
- In:
Journal of empirical finance
53
(
2019
),
pp. 91-108
Persistent link: https://www.econbiz.de/10012171641
Saved in:
16
Horizontal industry relationships and return predictability
Schlag, Christian
;
Zeng, Kailin
- In:
Journal of empirical finance
53
(
2019
),
pp. 310-330
Persistent link: https://www.econbiz.de/10012171655
Saved in:
17
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
Saved in:
18
A robust and powerful test of abnormal stock returns in long-horizon event studies
Dutta, Anupam
;
Knif, Johan
;
Kolari, James W.
; …
- In:
Journal of empirical finance
47
(
2018
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012103461
Saved in:
19
Relief rallies after FOMC announcements as a resolution of uncertainty
Gu, Chen
;
Kurov, Alexander
;
Halova Wolfe, Marketa
- In:
Journal of empirical finance
49
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012117710
Saved in:
20
CAPM, components of beta and the cross section of expected returns
Cenesizoglu, Tolga
;
Reeves, Jonathan J.
- In:
Journal of empirical finance
49
(
2018
),
pp. 223-246
Persistent link: https://www.econbiz.de/10012117743
Saved in:
21
Timescale betas and the cross section of equity returns : framework, application, and implications for interpreting the Fama-French factors
Kang, Byoung Uk
;
In, Francis Haeuck
;
Kim, Tong Suk
- In:
Journal of empirical finance
42
(
2017
),
pp. 15-39
Persistent link: https://www.econbiz.de/10011808473
Saved in:
22
Systemic risk and cross-sectional hedge fund returns
Hwang, Inchang
;
Xu, Simon
;
In, Francis Haeuck
;
Kim, Tong Suk
- In:
Journal of empirical finance
42
(
2017
),
pp. 109-130
Persistent link: https://www.econbiz.de/10011808555
Saved in:
23
A causal link between bond liquidity and stock returns
Anderson, Mike
- In:
Journal of empirical finance
44
(
2017
),
pp. 190-208
Persistent link: https://www.econbiz.de/10011818019
Saved in:
24
Air pollution and stock returns : evidence from a natural experiment
Lepori, Gabriele M.
- In:
Journal of empirical finance
35
(
2016
),
pp. 25-42
Persistent link: https://www.econbiz.de/10011662714
Saved in:
25
A risk-return explanation of the momentum-reversal "anomaly"
Booth, G. Geoffrey
;
Fung, Hung-gay
;
Leung, Wai K.
- In:
Journal of empirical finance
35
(
2016
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011662718
Saved in:
26
The short trading day anomaly
Qadan, Mahmoud
;
Kliger, Doron
- In:
Journal of empirical finance
38
(
2016
),
pp. 62-80
Persistent link: https://www.econbiz.de/10011663224
Saved in:
27
CDS-bond basis and bond return predictability
Kim, Gi H.
;
Li, Haitao
;
Zhang, Weina
- In:
Journal of empirical finance
38
(
2016
),
pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
Saved in:
28
CEO compensation and future shareholder returns : evidence from the London Stock Exchange
Balafas, Nikolaos
;
Florackis, Chris
- In:
Journal of empirical finance
27
(
2014
),
pp. 97-115
Persistent link: https://www.econbiz.de/10010475463
Saved in:
29
Stakeholder relations and stock returns : on errors in investors' expectations and learning
Borgers, Arian
;
Derwall, Jeroen
;
Koedijk, Kees
;
Horst, …
- In:
Journal of empirical finance
22
(
2013
),
pp. 159-175
Persistent link: https://www.econbiz.de/10009768403
Saved in:
30
Another look at the cross-section and time-series of stock returns : 1951 to 2011
Du, Ding
- In:
Journal of empirical finance
20
(
2013
),
pp. 130-146
Persistent link: https://www.econbiz.de/10009717865
Saved in:
31
Aggregational Gaussianity and barely infinite variance in financial returns
Antypas, Antonios
;
Koundouri, Phoebe
;
Kourogenis, Nikolaos
- In:
Journal of empirical finance
20
(
2013
),
pp. 102-108
Persistent link: https://www.econbiz.de/10009717869
Saved in:
32
Sampling interval and estimated betas : implications for the presence of transitory components in stock prices
Perron, Pierre
;
Chun, Sungju
;
Vodounou, Cosmé
- In:
Journal of empirical finance
20
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10009717878
Saved in:
33
Detecting synchronous cycles in financial time series of unequal length
Reschenhofer, Erhard
;
Lingler, Michaela
- In:
Journal of empirical finance
24
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010371995
Saved in:
34
Equity order flow and exchange rate dynamics
Ferreira Filipe, Sara
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 359-381
Persistent link: https://www.econbiz.de/10009615677
Saved in:
35
The cross-section of stock returns in frontier emerging markets
Groot, Wilma de
;
Pang, Juan
;
Swinkels, Laurens
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 796-818
Persistent link: https://www.econbiz.de/10009700587
Saved in:
36
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:
37
Lack of consumer confidence and stock returns
Chen, Shiu-sheng
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 225-236
Persistent link: https://www.econbiz.de/10009301128
Saved in:
38
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:
39
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain P.
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 212-240
Persistent link: https://www.econbiz.de/10009271853
Saved in:
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