Journal of Empirical Finance

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Editor: R. T. Baillie
Editor: G. Bekaert
Editor: W. Ferson
Editor: F. C. Palm
Editor: Th. J. Vermaelen
Editor:
For technical questions regarding this series, please contact (Heidi Boesdal)
Series handle: repec:eee:empfin

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1994, Volume 1, Issue 3-4

• 313-341 Alternative constructions of Tobin's q: An empirical comparison
  by Perfect, Steven B. & Wiles, Kenneth W. [Downloadable! (restricted)]
• 343-364 An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates
  by Koop, Gary [Downloadable! (restricted)]
• 365-383 Is excess sensitivity of investment to financial factors constant across firms? Evidence from panel data on Italian companies
  by Rondi, Laura & Sembenelli, Alessandro & Zanetti, Giovanni [Downloadable! (restricted)]
• 385-420 Target zone modelling and estimation for European Monetary System exchange rates
  by Ball, Clifford A. & Roma, Antonio [Downloadable! (restricted)]

• 133-160 A contingent claim approach to performance evaluation
  by Glosten, L. R. & Jagannathan, R. [Downloadable! (restricted)]
• 161-191 The changing functional relation between stock returns and dividend yields
  by Christie, W. G. & Huang, R. D. [Downloadable! (restricted)]
• 193-209 Finance constraints and asset pricing: Evidence on mean reversion
  by Jog, Vijay & Schaller, Huntley [Downloadable! (restricted)]
• 211-248 Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets
  by Loretan, Mico & Phillips, Peter C. B. [Downloadable! (restricted)]

• 1-2 Statement by the editors
  by Baillie, Richard T. & Palm, Franz C. & Pfann, Gerard A. & Vermaelen, Theo J. & Wolff, Christian C. P. [Downloadable! (restricted)]
• 3-31 Common stock offerings across the business cycle : Theory and evidence
  by Choe, Hyuk & Masulis, Ronald W. & Nanda, Vikram [Downloadable! (restricted)]
• 33-55 The performance of international asset allocation strategies using conditioning information
  by Solnik, Bruno [Downloadable! (restricted)]
• 57-81 Market behaviour around Canadian stock-split ex-dates
  by Kryzanowski, Lawrence & Zhang, Hao [Downloadable! (restricted)]
• 83-106 A long memory property of stock market returns and a new model
  by Ding, Zhuanxin & Granger, Clive W. J. & Engle, Robert F. [Downloadable! (restricted)]
• 107-131 International asset pricing with alternative distributional specifications
  by Harvey, Campbell R. & Zhou, Guofu [Downloadable! (restricted)]

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This page was last updated on 2009-12-30.