Narrow search
Showing 1 - 10 of 314
Cover Image
On the usefulness of the contrarian strategy across national stock markets : a grid bootstrap analysis
Kim, Hyeongwoo - In: Journal of empirical finance 16 (2009) 5, pp. 734-744
Persistent link: https://www.econbiz.de/10003900389
Cover Image
Price discovery in tick time
Frijns, Bart; Schotman, Peter C. - In: Journal of empirical finance 16 (2009) 5, pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
Cover Image
The dynamics of dividends, earnings and prices : evidence and implications for dividend smoothing and signaling
Chen, Chung; Wu, Chunchi - In: Journal of empirical finance 6 (1999) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10001426350
Cover Image
Anomalous security price behavior following management earnings forecasts
Liu, Chao-Shin; Ziebart, David A. - In: Journal of empirical finance 6 (1999) 4, pp. 405-430
Persistent link: https://www.econbiz.de/10001426373
Cover Image
Another look at long memory in common stock returns
Hiemstra, Craig - In: Journal of empirical finance 4 (1997) 4, pp. 373-401
Persistent link: https://www.econbiz.de/10001236460
Cover Image
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Cover Image
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
Cover Image
Market closure and predictability of intradaily stock returns in the United States and Japan
Lin, Wen-ling Tsai - In: Journal of empirical finance 2 (1995) 1, pp. 19-44
Persistent link: https://www.econbiz.de/10001181812
Cover Image
Market closures and time-varying volatility in the Australian equity market
Brailsford, Timothy J. - In: Journal of empirical finance 2 (1995) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10001183228
Cover Image
Speculative bubbles with stochastic explosive roots : the failure of unit root testing
Charemza, Wojciech - In: Journal of empirical finance 2 (1995) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001183229