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Using local Gaussian correlation in a nonlinear re-examination of financial contagion
Støve, Bård; Tjostheim, Dag; Hufthammer, Karl Ove - In: Journal of empirical finance 25 (2014), pp. 62-82
Persistent link: https://www.econbiz.de/10010462084
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Pricing behavior in an off-hours computerized market
Coppejans, Mark; Domowitz, Ian - In: Journal of empirical finance 6 (1999) 5, pp. 583-607
Persistent link: https://www.econbiz.de/10001505803
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A nonparametric examination of market information : application to technical trading rules
Goldbaum, David - In: Journal of empirical finance 6 (1999) 1, pp. 59-85
Persistent link: https://www.econbiz.de/10001426353
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The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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The forward discount anomaly and the risk premium : a survey of recent evidence
Engel, Charles - In: Journal of empirical finance 3 (1996) 2, pp. 123-192
Persistent link: https://www.econbiz.de/10001208676
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Dividends, nonsynchronous prices, and the returns from trading the Dow Jones Industrial Average
Day, Theodore E.; Wang, Pingying - In: Journal of empirical finance 9 (2002) 4, pp. 431-454
Persistent link: https://www.econbiz.de/10001711967
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Tests of return predictability : an analysis of their properties based on a continuous time asymptotic framework
Perron, Pierre; Vodounou, Cosmé - In: Journal of empirical finance 11 (2004) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10001981312
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Overreaction of index futures in Hong Kong
Fung, Alexander Kwok-Wah; Lam, Kin - In: Journal of empirical finance 11 (2004) 3, pp. 331-351
Persistent link: https://www.econbiz.de/10002050353
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Mean reversion of industry stock returns in the U.S. : 1926 - 1998
Gropp, Jeffrey - In: Journal of empirical finance 11 (2004) 4, pp. 537-551
Persistent link: https://www.econbiz.de/10002145264
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Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-879
Persistent link: https://www.econbiz.de/10009492527