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Hourly index return autocorrelation and conditional volatility in an EAR–GJR-GARCH model with generalized error distribution
Chen, Carl R.; Su, Yuli; Huang, Ying - In: Journal of empirical finance 15 (2008) 4, pp. 789
Persistent link: https://www.econbiz.de/10008075043
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Hourly index return autocorrelation and conditional volatility in an EAR–GJR-GARCH model with generalized error distribution
Chen, Carl R.; Su, Yuli; Huang, Ying - In: Journal of empirical finance 15 (2008) 4, pp. 789-799
Persistent link: https://www.econbiz.de/10008880796
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Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.; Su, Yuli; Huang, Ying - In: Journal of empirical finance 15 (2008) 4, pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
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Do currency futures prices follow random walks?
Pan, Ming-Shiun - In: Journal of empirical finance 4 (1997) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001224777
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Ranking of finance journals: Some Google Scholar citation perspectives
Chan, Kam C.; Chang, Chih-Hsiang; Chang, Yuanchen - In: Journal of empirical finance 21 (2013), pp. 241-250
Persistent link: https://www.econbiz.de/10010092091
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Ranking of finance journals : some Google Scholar citation perspectives
Chan, Kam C.; Chang, Chih-Hsiang; Chang, Yuanchen - In: Journal of empirical finance 21 (2013), pp. 241-250
Persistent link: https://www.econbiz.de/10009745251
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Earnings management before IPOs : are institutional investors misled?
Gao, Shenghao; Meng, Qingbin; Chan, Kam C.; Wu, Wei-xing - In: Journal of empirical finance 42 (2017), pp. 90-108
Persistent link: https://www.econbiz.de/10011808552
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Informed or speculative trading? : evidence from short selling before star and non-star analysts' downgrade announcements in an emerging market
Meng, Qingbin; Li, Ying; Jiang, Xuanyu; Chan, Kam C. - In: Journal of empirical finance 42 (2017), pp. 240-255
Persistent link: https://www.econbiz.de/10011808575