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Series handle: RePEc:eee:empfin
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Content
2018, Volume 45, Issue C
2017, Volume 44, Issue C
- 1-18 Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors
by Li, Xindan & Geng, Ziyang & Subrahmanyam, Avanidhar & Yu, Honghai
- 19-35 Nonparametric estimates of pricing functionals
by Marinelli, Carlo & d’Addona, Stefano
- 36-42 Readability of financial advisor disclosures
by Lahtinen, Kyre Dane & Shipe, Stephan
- 43-65 Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks
by Xyngis, Georgios
- 66-90 Profitability of insider trading in Europe: A performance evaluation approach
by Gębka, Bartosz & Korczak, Adriana & Korczak, Piotr & Traczykowski, Jędrzej
- 91-107 Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds
by Rakowski, David & Shirley, Sara E. & Stark, Jeffrey R.
- 108-124 Level, structure, and volatility of financial development and inflation targeting
by Huang, Ho-Chuan (River) & Yeh, Chih-Chuan
- 125-144 Idiosyncratic returns and relative value in the US Treasury market
by Nielsen, Youngju & Pungaliya, Raunaq S.
- 145-157 Systemic risk with endogenous loss given default
by IJtsma, Pieter & Spierdijk, Laura
- 158-176 Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market
by Risse, Marian & Ohl, Ludwig
- 177-189 Rethinking cointegration and the expectation hypothesis of the term structure
by Li, Jing & Davis, George
- 190-208 A causal link between bond liquidity and stock returns
by Anderson, Mike
- 209-225 Forecasting the term structure of government bond yields in unstable environments
by Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris
- 237-249 The long and the short of convertible arbitrage: An empirical examination of arbitrageurs’ holding periods
by Marle, Mats van & Verwijmeren, Patrick
- 250-269 Diversification benefits of commodities: A stochastic dominance efficiency approach
by Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas
- 270-285 Does oil and gold price uncertainty matter for the stock market?
by Bams, Dennis & Blanchard, Gildas & Honarvar, Iman & Lehnert, Thorsten
- 286-303 The evolving beta-liquidity relationship of hedge funds
by Siegmann, Arjen & Stefanova, Denitsa
- 304-315 How some bankers made a million by trading just two securities?
by Rinne, Kalle & Suominen, Matti
2017, Volume 43, Issue C
- 1-32 Multiple risk measures for multivariate dynamic heavy–tailed models
by Bernardi, Mauro & Maruotti, Antonello & Petrella, Lea
- 33-42 The profitability of low-volatility
by Blitz, David & Vidojevic, Milan
- 43-58 Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
by Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J.
- 59-73 Determinants of price discovery in the VIX futures market
by Chen, Yu-Lun & Tsai, Wei-Che
- 74-90 Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation
by Chakrabarty, Bidisha & Moulton, Pamela C. & Pascual, Roberto
- 91-114 The fundamental law of active management: Redux
by Ding, Zhuanxin & Martin, R. Douglas
- 115-129 International stock market comovement in time and scale outlined with a thick pen
by Jach, Agnieszka
- 130-142 Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model
by Pan, Zhiyuan & Wang, Yudong & Wu, Chongfeng & Yin, Libo
- 143-158 Funding liquidity, market liquidity and TED spread: A two-regime model
by Boudt, Kris & Paulus, Ellen C.S. & Rosenthal, Dale W.R.
- 159-184 Predicting international stock returns with conditional price-to-fundamental ratios
by Lawrenz, Jochen & Zorn, Josef
- 185-202 Governance mechanisms and effective activism: Evidence from shareholder proposals on poison pills
by Gine, Mireia & Moussawi, Rabih & Sedunov, John
2017, Volume 42, Issue C
- 1-14 Overreaction and the cross-section of returns: International evidence
by Blackburn, Douglas W. & Cakici, Nusret
- 15-39 Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors
by Kang, Byoung Uk & In, Francis & Kim, Tong Suk
- 40-65 Informed trading in S&P index options? Evidence from the 2008 financial crisis
by Li, Wei-Xuan & French, Joseph J. & Chen, Clara Chia-Sheng
- 66-89 Heterogeneous effect of the global financial crisis and the Great East Japan Earthquake on costs of Japanese banks
by Besstremyannaya, Galina
- 90-108 Earnings management before IPOs: Are institutional investors misled?
by Gao, Shenghao & Meng, Qingbin & Chan, Kam C. & Wu, Weixing
- 109-130 Systemic risk and cross-sectional hedge fund returns
by Hwang, Inchang & Xu, Simon & In, Francis & Kim, Tong Suk
- 131-154 Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?
by Nonejad, Nima
- 155-174 Finance conference quality and publication success: A conference ranking
by Reinartz, Sebastian J. & Urban, Daniel
- 175-198 Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates
by Fries, Christian P. & Nigbur, Tobias & Seeger, Norman
- 199-211 Foreign exchange predictability and the carry trade: A decomposition approach
by Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun
- 212-239 Can investor sentiment be a momentum time-series predictor? Evidence from China
by Han, Xing & Li, Youwei
- 240-255 Informed or speculative trading? Evidence from short selling before star and non-star analysts’ downgrade announcements in an emerging market
by Meng, Qingbin & Li, Ying & Jiang, Xuanyu & Chan, Kam C.
- 256-282 The cross-section of consumer lending risk
by Desai, Chintal Ajitbhai
2017, Volume 41, Issue C
- 1-18 Institutional investment in IPOs and post-IPO M&A activity
by Anderson, Christopher W. & Huang, Jian
- 19-30 Peer networks in venture capital
by Lee, Hoan Soo
- 31-52 A comparison of alternative cash flow and discount rate news proxies
by Khimich, Natalya
- 53-75 Consistent nonparametric specification tests for stochastic volatility models based on the return distribution
by Zu, Yang & Boswijk, H. Peter
- 76-95 Do progressive social norms affect economic outcomes? Evidence from corporate takeovers
by Chen, Yangyang & Podolski, Edward J. & Rhee, S. Ghon & Veeraraghavan, Madhu
- 96-115 Family ownership, country governance, and foreign portfolio investment
by Bodnaruk, Andriy & Massa, Massimo & Yadav, Vijay
- 118-139 Do short sellers exploit industry information?
by Huszár, Zsuzsa R. & Tan, Ruth S.K. & Zhang, Weina
- 140-160 The impact of fragmentation, exchange fees and liquidity provision on market quality
by Aitken, Michael & Chen, Haoming & Foley, Sean
- 161-186 Portfolio selection with mental accounts and estimation risk
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
- 187-199 When no news is good news – The decrease in investor fear after the FOMC announcement
by Fernandez-Perez, Adrian & Frijns, Bart & Tourani-Rad, Alireza
2017, Volume 40, Issue C
- 1-19 Time-varying continuous and jump betas: The role of firm characteristics and periods of stress
by Alexeev, Vitali & Dungey, Mardi & Yao, Wenying
- 20-38 Institutional ownership and aggregate volatility risk
by Barinov, Alexander
- 39-58 What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes
by Jiang, George J. & Yuksel, H. Zafer
- 59-72 Informed retail investors: Evidence from retail short sales
by Gamble, Keith Jacks & Xu, Wei
- 73-100 Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain
by Mihov, Atanas & Naranjo, Andy
- 101-120 Relation between higher order comoments and dependence structure of equity portfolio
by Cerrato, Mario & Crosby, John & Kim, Minjoo & Zhao, Yang
- 121-138 Improving the accuracy of asset price bubble start and end date estimators
by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert
- 139-161 The success of option listings
by Bernales, Alejandro
- 162-173 Dynamic cross-autocorrelation in stock returns
by Kinnunen, Jyri
- 174-200 Marked Hawkes process modeling of price dynamics and volatility estimation
by Lee, Kyungsub & Seo, Byoung Ki
- 201-219 Return expectations and risk aversion heterogeneity in household portfolios
by Bucciol, Alessandro & Miniaci, Raffaele & Pastorello, Sergio
- 220-235 Earnings announcements and option returns
by Chung, Sung Gon & Louis, Henock
2016, Volume 39, Issue PB
- 147-155 The legacy of the Eurozone crisis and how to overcome it
by De Grauwe, Paul
- 156-165 Is there an alternative way to avoid another eurozone crisis to the Five Presidents' Report?
by Wickens, Michael
- 166-168 A comment on De Grauwe's, “The legacy of the Eurozone crisis and how to overcome it”
by Jensen, Mark J.
- 169-179 Government finances and bank bailouts: Evidence from European stock markets
by Cabrera, Matias & Dwyer, Gerald P. & Samartín-Saénz, Margarita
- 180-196 Basel II and regulatory arbitrage. Evidence from financial crises
by Beltratti, Andrea & Paladino, Giovanna
- 197-208 Assessing Euro crises from a time varying international CAPM approach
by Baillie, Richard T. & Cho, Dooyeon
- 209-214 The effect of political communication on European financial markets during the sovereign debt crisis
by Conrad, Christian & Zumbach, Klaus Ulrich
- 215-228 Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters
by Glas, Alexander & Hartmann, Matthias
- 229-240 On the significance of labour reallocation for European unemployment: Evidence from a panel of 15 countries
by Bakas, Dimitrios & Panagiotidis, Theodore & Pelloni, Gianluigi
- 241-253 Inflation convergence in the EMU
by Karanasos, M. & Koutroumpis, P. & Karavias, Y. & Kartsaklas, A. & Arakelian, V.
- 254-264 In search of the Euro area fiscal stance
by Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio
- 265-269 The financial Kuznets curve: Evidence for the euro area
by Baiardi, Donatella & Morana, Claudio
2016, Volume 39, Issue PA
- 1-14 Birds of a feather or celebrating differences? The formation and impacts of venture capital syndication
by Du, Qianqian
- 15-36 Business cycle and credit risk modeling with jump risks
by Jang, Bong-Gyu & Rhee, Yuna & Yoon, Ji Hee
- 37-53 The forecast dispersion anomaly revisited: Time-series forecast dispersion and the cross-section of stock returns
by Kim, Dongcheol & Na, Haejung
- 54-68 Monitoring multivariate variance changes
by Pape, Katharina & Wied, Dominik & Galeano, Pedro
- 69-92 Target signaling with material adverse change clauses in merger agreements
by Macias, Antonio J. & Moeller, Thomas
- 93-104 Credit ratings and the premiums paid in mergers and acquisitions
by Jory, Surendranath R. & Ngo, Thanh N. & Wang, Daphne
- 105-128 A compound duration model for high-frequency asset returns
by Aldrich, Eric M. & Heckenbach, Indra & Laughlin, Gregory
- 129-144 Dynamics of interest and inflation rates
by Anari, Ali & Kolari, James
2016, Volume 38, Issue PB
- 513-515 Special issue of the Journal of Empirical Finance Guest Editors' introduction
by Kellard, Neil & Taylor, A.M. Robert
- 516-533 Bubbling over! The behaviour of oil futures along the yield curve
by Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil
- 534-547 Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
by Davidson, James & Li, Xiaoyu
- 548-574 Tests for explosive financial bubbles in the presence of non-stationary volatility
by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert
- 575-589 Testing against changing correlation
by Harvey, Andrew & Thiele, Stephen
- 590-622 Asset pricing with financial bubble risk
by Lee, Ji Hyung & Phillips, Peter C.B.
- 623-639 A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
by Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke
- 640-663 Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
by Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders
- 664-689 Testing the martingale hypothesis for gross returns
by Linton, Oliver & Smetanina, Ekaterina
- 690-716 A time varying DSGE model with financial frictions
by Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina
- 717-738 The shine of precious metals around the global financial crisis
by Figuerola-Ferretti, Isabel & McCrorie, J. Roderick
- 739-761 The exact discretisation of CARMA models with applications in finance
by Thornton, Michael A. & Chambers, Marcus J.
- 762-785 Duality in mean-variance frontiers with conditioning information
by Peñaranda, Francisco & Sentana, Enrique
2016, Volume 38, Issue PA
- 1-21 Leverage and asymmetric volatility: The firm-level evidence
by Ericsson, Jan & Huang, Xiao & Mazzotta, Stefano
- 22-36 Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
by Teterin, Pavel & Brooks, Robert & Enders, Walter
- 37-61 News sentiment and bank credit risk
by Smales, Lee A.
- 62-80 The short trading day anomaly
by Qadan, Mahmoud & Kliger, Doron
- 81-102 Informed short selling, fails-to-deliver, and abnormal returns
by Stratmann, Thomas & Welborn, John W.
- 103-119 Immigrant-native differences in stockholding – The role of cognitive and non-cognitive skills
by Luik, Marc-André & Steinhardt, Max Friedrich
- 120-138 Effects of financial turmoil on financial integration and risk premia in emerging markets
by Boubakri, Salem & Couharde, Cécile & Raymond, Hélène
- 139-156 Optimal conditional hedge ratio: A simple shrinkage estimation approach
by Kim, Myeong Jun & Park, Sung Y.
- 157-180 A network approach to portfolio selection
by Peralta, Gustavo & Zareei, Abalfazl
- 181-201 The effect of overvaluation on investment and accruals: The role of information
by Hu, Shing-yang & Lin, Yueh-Hsiang & Lai, Christine W.
- 202-220 An infinite hidden Markov model for short-term interest rates
by Maheu, John M. & Yang, Qiao
- 221-235 Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation
by Paya, Ivan & Wang, Peng
- 236-257 Free float and market liquidity around the world
by Ding, Xiaoya (Sara) & Ni, Yang & Zhong, Ligang
- 258-271 Religious beliefs and local government financing, investment, and cash holding decisions
by Chen, Yangyang & Murgulov, Zoltan & Rhee, S. Ghon & Veeraraghavan, Madhu
- 272-289 Halo, horn, or dark horse biases: Corporate reputation and the earnings announcement puzzle
by Jang, Woan-Yuh & Lee, Jie-Haun & Hu, Hsueh-Chin
- 290-306 How regular are directional movements in commodity and asset prices? A Wald test
by Oglend, Atle & Selland Kleppe, Tore
- 307-337 CDS-bond basis and bond return predictability
by Kim, Gi H. & Li, Haitao & Zhang, Weina
- 338-354 Local bias in investor attention: Evidence from China's Internet stock message boards
by Huang, Yuqin & Qiu, Huiyan & Wu, Zhiguo
- 355-361 Commodity price volatility under regulatory changes and disaster
by Marvasti, Akbar & Lamberte, Antonio
- 363-373 The European sovereign debt crisis: What have we learned?
by Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa
- 374-393 Financial sector linkages and the dynamics of bank and sovereign credit spreads
by Kallestrup, René & Lando, David & Murgoci, Agatha
- 394-416 Bank fragility and contagion: Evidence from the bank CDS market
by Ballester, Laura & Casu, Barbara & González-Urteaga, Ana
- 417-428 Euro crash risk
by Kräussl, Roman & Lehnert, Thorsten & Senulytė, Sigita
- 429-448 Time-varying importance of country and industry factors in European corporate bonds
by Pieterse-Bloem, Mary & Qian, Zhaowen & Verschoor, Willem & Zwinkels, Remco
- 449-460 The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis
by Beck, Roland & Georgiadis, Georgios & Gräb, Johannes
- 461-475 The information in systemic risk rankings
by Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André
- 476-497 Decision-making during the credit crisis: Did the Treasury let commercial banks fail?
by Croci, Ettore & Hertig, Gerard & Nowak, Eric
- 498-512 Political risk and expected government bond returns
by Duyvesteyn, Johan & Martens, Martin & Verwijmeren, Patrick
2016, Volume 37, Issue C
- 1-19 Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility
by Ghonghadze, Jaba & Lux, Thomas
- 20-36 Are idiosyncratic volatility and MAX priced in the Canadian market?
by Aboulamer, Anas & Kryzanowski, Lawrence
- 37-58 Leverage changes and growth options in mergers and acquisitions
by Agliardi, Elettra & Amel-Zadeh, Amir & Koussis, Nicos
- 59-78 Stochastic correlation and risk premia in term structure models
by Chiarella, Carl & Hsiao, Chih-Ying & Tô, Thuy-Duong
- 79-90 Anticipatory effects in the FTSE 100 index revisions
by Fernandes, Marcelo & Mergulhão, João
- 91-103 Dynamic asymmetries in house price cycles: A generalized smooth transition model
by Canepa, Alessandra & Chini, Emilio Zanetti
- 104-116 Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?
by Caggiano, Giovanni & Calice, Pietro & Leonida, Leone & Kapetanios, George
- 117-127 Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models
by Levant, Jared & Ma, Jun
- 128-158 Bond portfolio optimization using dynamic factor models
by Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P.
- 159-172 Public news arrival and the idiosyncratic volatility puzzle
by Shi, Yanlin & Liu, Wai-Man & Ho, Kin-Yip
- 173-185 Credit market freedom and cost efficiency in US state banking
by Chortareas, Georgios & Kapetanios, George & Ventouri, Alexia
- 186-195 Private information and limitations of Heckman's estimator in banking and corporate finance research
by Campbell, Randall C. & Nagel, Gregory L.
- 196-213 On the relationship between conditional jump intensity and diffusive volatility
by Li, Gang & Zhang, Chu
- 214-232 Macro-economic determinants of European stock and government bond correlations: A tale of two regions
by Perego, Erica R. & Vermeulen, Wessel N.
- 233-246 The benefits of improved covariance estimation
by Turtle, H.J. & Wang, Kainan
- 247-267 The economic value of predicting bond risk premia
by Sarno, Lucio & Schneider, Paul & Wagner, Christian
- 268-281 Capital asset pricing model: A time-varying volatility approach
by Kim, Kun Ho & Kim, Taejin
- 282-292 Limits to mutual funds' ability to rely on mean/variance optimization
by Karagiannidis, Iordanis & Vozlyublennaia, Nadia
- 293-308 Location and excess comovement
by Kaul, Aditya & Mehrotra, Vikas & Stefanescu, Carmen
2016, Volume 36, Issue C
- 1-7 Uncovered interest parity: The long and the short of it
by Lothian, James R.
- 8-29 A study of analyst-run mutual funds: The abilities and roles of buy-side analysts
by Cici, Gjergji & Rosenfeld, Claire
- 30-40 Time-varying integration of the sovereign bond markets in European post-transition economies
by Posedel Šimović, Petra & Tkalec, Marina & Vizek, Maruška & Lee, Junsoo
- 41-67 Dynamic conditional correlation multiplicative error processes
by Bodnar, Taras & Hautsch, Nikolaus
- 68-85 A test of asymmetric comovement for state-dependent stock returns
by Deng, Kaihua
- 86-99 Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective
by Bee, Marco & Dupuis, Debbie J. & Trapin, Luca
- 100-120 Exchange rates and commodity prices: Measuring causality at multiple horizons
by Zhang, Hui Jun & Dufour, Jean-Marie & Galbraith, John W.
- 121-150 On the properties of the constrained Hansen–Jagannathan distance
by Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare
- 151-161 Liquidation discount—a novel application of ARFIMA–GARCH
by Singh, Ranjodh B. & Gould, John & Chan, Felix & Yang, Joey Wenling
- 162-180 The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility
by Byun, Sung Je
- 181-198 Risk and return of short-duration equity investments
by Cejnek, Georg & Randl, Otto
2016, Volume 35, Issue C
- 1-13 Corporate payout smoothing: A variance decomposition approach
by Hoang, Edward C. & Hoxha, Indrit
- 14-24 Inflation illusion and stock returns
by Brown, William O. & Huang, Dayong & Wang, Fang
- 25-42 Air pollution and stock returns: Evidence from a natural experiment
by Lepori, Gabriele M.
- 43-67 Using Merton model for default prediction: An empirical assessment of selected alternatives
by Afik, Zvika & Arad, Ohad & Galil, Koresh
- 68-77 A risk-return explanation of the momentum-reversal “anomaly”
by Geoffrey Booth, G. & Fung, Hung-Gay & Leung, Wai Kin
- 78-98 Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
by Tu, Anthony H. & Hsieh, Wen-Liang G. & Wu, Wei-Shao
- 99-109 Is there a bubble in the art market?
by Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas
- 110-135 Conditional portfolio allocation: Does aggregate market liquidity matter?
by Bazgour, Tarik & Heuchenne, Cedric & Sougné, Danielle
- 136-149 Political affiliation and dividend tax avoidance: Evidence from the 2013 fiscal cliff
by Peyer, Urs & Vermaelen, Theo
- 150-168 Are target leverage ratios stable? Investigating the impact of corporate asset restructuring
by Cook, Douglas O. & Fu, Xudong & Tang, Tian
- 169-188 Silverback CEOs: Age, experience, and firm value
by Cline, Brandon N. & Yore, Adam S.
2015, Volume 34, Issue C
- 1-14 Significance testing in empirical finance: A critical review and assessment
by Kim, Jae H. & Ji, Philip Inyeob
- 15-33 Permanent sales increase and investment
by Yang, Insun & Koveos, Peter & Barkley, Tom
- 34-44 Volatility co-movements: A time-scale decomposition analysis
by Cipollini, Andrea & Cascio, Iolanda Lo & Muzzioli, Silvia
- 45-59 The economic value of volatility timing with realized jumps
by Nolte, Ingmar & Xu, Qi
- 60-78 Analysis of earnings management influence on the investment efficiency of listed Chinese companies
by Shen, Chung-Hua & Luo, Fuyan & Huang, Dengshi
- 79-98 Credit market imperfections and business cycle asymmetries in Turkey
by Günay, Hüseyin & Kılınç, Mustafa
- 99-111 Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
by Baillie, Richard T. & Kim, Kun Ho
- 112-130 Predicting exchange rate cycles utilizing risk factors
by Ahmed, Jameel & Straetmans, Stefan
- 131-155 The information content of R&D reductions
by Chan, Konan & Lin, Yueh-hsiang & Wang, Yanzhi
- 156-171 Beta vs. characteristics: Comparison of risk model performances
by Kim, Daehwan
- 172-194 Firm performance when ownership is very concentrated: Evidence from a semiparametric panel
by Hamadi, Malika & Heinen, Andréas
- 195-203 Do industries lead stock markets? A reexamination
by Tse, Yiuman
- 204-228 The effects of non-trading on the illiquidity ratio
by Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M.
- 229-238 The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
by Cho, Dooyeon
- 239-259 A tale of feedback trading by hedge funds
by Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J.
- 260-274 Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
by Wu, Feng & Myers, Robert J. & Guan, Zhengfei & Wang, Zhiguang
- 275-292 A trade-off in corporate diversification
by Ekkayokkaya, Manapol & Paudyal, Krishna
- 293-312 Measures of equity home bias puzzle
by Mishra, Anil V.
- 313-326 Does managerial ability facilitate corporate innovative success?
by Chen, Yangyang & Podolski, Edward J. & Veeraraghavan, Madhu
2015, Volume 33, Issue C
- 1-18 Power transformations of absolute returns and long memory estimation
by Dalla, Violetta
- 19-33 Adverse selection and the presence of informed trading
by Chang, Sanders S. & Wang, F. Albert
- 34-50 Personality traits and stock market participation
by Conlin, Andrew & Kyröläinen, Petri & Kaakinen, Marika & Järvelin, Marjo-Riitta & Perttunen, Jukka & Svento, Rauli
- 51-66 The predictive density simulation of the yield curve with a zero lower bound
by Kang, Kyu Ho
- 67-83 Euro at risk: The impact of member countries' credit risk on the stability of the common currency
by Bekkour, Lamia & Jin, Xisong & Lehnert, Thorsten & Rasmouki, Fanou & Wolff, Christian
- 84-103 Market sentiment in commodity futures returns
by Gao, Lin & Süss, Stephan
- 104-113 Long memory in log-range series: Do structural breaks matter?
by Chatzikonstanti, Vasiliki & Venetis, Ioannis A.
- 114-134 Modern portfolio management with conditioning information
by Chiang, I-Hsuan Ethan
- 135-159 Two-step estimation of the volatility functions in diffusion models with empirical applications
by Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia
- 160-173 Liquidity and credit premia in the yields of highly-rated sovereign bonds
by Ejsing, Jacob & Grothe, Magdalena & Grothe, Oliver
- 174-189 Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps
by Calice, Giovanni & Mio, RongHui & Štěrba, Filip & Vašíček, Bořek
- 190-207 Modelling household finances: A Bayesian approach to a multivariate two-part model
by Brown, Sarah & Ghosh, Pulak & Su, Li & Taylor, Karl
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