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What do price discovery metrics really measure?
Putniņš, Tālis J. - In: Journal of empirical finance 23 (2013), pp. 68-83
Persistent link: https://www.econbiz.de/10010221780
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Pricing of liquidity risks : evidence from multiple liquidity measures
Kim, Soon-Ho; Lee, Kuan-Hui - In: Journal of empirical finance 25 (2014), pp. 112-133
Persistent link: https://www.econbiz.de/10010462050
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Measuring private information in a specialist market
Lamoureux, Christopher G.; Wang, Qin - In: Journal of empirical finance 30 (2015), pp. 92-119
Persistent link: https://www.econbiz.de/10011489289
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Exchange rates and commodity prices : measuring causality at multiple horizons
Zhang, Hui Jun; Dufour, Jean-Marie; Galbraith, John W. - In: Journal of empirical finance 36 (2016), pp. 100-120
Persistent link: https://www.econbiz.de/10011662765
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Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro; Maruotti, Antonello; Petrella, Lea - In: Journal of empirical finance 43 (2017), pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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"On the (Ab)use of Omega?"
Caporin, Massimiliano; Costola, Michele; Jannin, Gregory; … - In: Journal of empirical finance 46 (2018), pp. 11-33
Persistent link: https://www.econbiz.de/10012103452
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Time-varying Z-score measures for bank insolvency risk : best practice
Bouvatier, Vincent; Lepetit, Lætitia; Rehault, … - In: Journal of empirical finance 73 (2023), pp. 170-179
Persistent link: https://www.econbiz.de/10014477006
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Measuring and testing for the systemically important financial institutions
Castro Iragorri, Carlos Alberto; Ferrari, Stijn - In: Journal of empirical finance 25 (2014), pp. 1-14
Persistent link: https://www.econbiz.de/10010462114
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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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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