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Family control, expropriation, and investor protection : a panel data analysis of Western European corporations
Pindado, Julio; Requejo, Ignacio; Torre, Chabela de la - In: Journal of empirical finance 27 (2014), pp. 58-74
Persistent link: https://www.econbiz.de/10010475467
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The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon - In: Journal of empirical finance 34 (2015), pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
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Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim; Cai, Jun; Song, Frank M. - In: Journal of empirical finance 7 (2000) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
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Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben; Bollerslev, Tim; Lange, Steve - In: Journal of empirical finance 6 (1999) 5, pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
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The intraday multivariate structure of the Eurofutures markets
Ballocchi, Giuseppe (contributor) - In: Journal of empirical finance 6 (1999) 5, pp. 479-513
Persistent link: https://www.econbiz.de/10001505789
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Special issue on high frequency data in finance
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001505850
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Financial derivatives introduction and stock return volatility in an emerging market without clearinghouse : the Mexican experience
Hernández-Trillo, Fausto - In: Journal of empirical finance 6 (1999) 2, pp. 153-176
Persistent link: https://www.econbiz.de/10001426336
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Target zones and conditional volatility : the role of realignments
Neely, Christopher J. - In: Journal of empirical finance 6 (1999) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10001426341
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The behaviour of some UK equity indices : an application of Hurst and BDS tests
Opong, Kwaku K. (contributor) - In: Journal of empirical finance 6 (1999) 3, pp. 267-282
Persistent link: https://www.econbiz.de/10001426365
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Structural change and time dependence in models of stock returns
Kim, Dongcheol; Kon, Stanley Jay - In: Journal of empirical finance 6 (1999) 3, pp. 283-308
Persistent link: https://www.econbiz.de/10001426368