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~isPartOf:"Journal of empirical finance"
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Journal of empirical finance
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ECONIS (ZBW)
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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
Saved in:
2
Macroeconomic determinants of stock market betas
González Sánchez, Mariano
;
Nave, Juan
;
Rubio, Gonzalo
- In:
Journal of empirical finance
45
(
2018
),
pp. 26-44
Persistent link: https://www.econbiz.de/10012102444
Saved in:
3
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
Saved in:
4
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:
5
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
6
The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
Egginton, Jared
;
Hur, Jungshik
- In:
Journal of empirical finance
47
(
2018
),
pp. 229-245
Persistent link: https://www.econbiz.de/10012103500
Saved in:
7
A test of asymmetric comovement for state-dependent stock returns
Deng, Kaihua
- In:
Journal of empirical finance
36
(
2016
),
pp. 68-85
Persistent link: https://www.econbiz.de/10011662752
Saved in:
8
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
9
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
Saved in:
10
Leverage and asymmetric volatility : the firm-level evidence
Ericsson, Jan
;
Huang, Xiao
;
Mazzotta, Stefano
- In:
Journal of empirical finance
38
(
2016
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011663127
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