Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: R. T. Baillie
Editor: F. C. Palm
The email address of this editor does not seem to be valid any more. Please ask F. C. Palm to have the entry updated or send us the correct address.
Editor: Th. J. Vermaelen
Editor: C. C. P. Wolff
Additional information is available for the following registered editor(s):
Richard T. Baillie , Geert Bekaert , Franz C. Palm , Theo Vermaelen .
Series handle: RePEc:eee:empfin
ISSN: 0927-5398
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:empfin. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jempfin .
Content
2015, Volume 33, Issue C
- 208-222 Real term structure forecasts of consumption growth
by Argyropoulos, Efthymios & Tzavalis, Elias
- 223-242 Measuring bond mutual fund performance with portfolio characteristics
by Moneta, Fabio
- 263-275 Detecting abnormal trading activities in option markets
by Chesney, Marc & Crameri, Remo & Mancini, Loriano
- 276-286 Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-customer data
by Bergerès, Anne-Sophie & d'Astous, Philippe & Dionne, Georges
- 287-308 Macro variables and the components of stock returns
by Maio, Paulo & Philip, Dennis
2015, Volume 32, Issue C
- 3-18 Volatility transmission in global financial markets
by Clements, A.E. & Hurn, A.S. & Volkov, V.V.
- 19-34 Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
by Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza
- 35-48 Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms
by Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza
- 49-62 The costs of a (nearly) fully independent board
by Faleye, Olubunmi
- 63-79 The frequency of regime switching in financial market volatility
by BenSaïda, Ahmed
- 80-93 The dynamics of squared returns under contemporaneous aggregation of GARCH models
by Jondeau, Eric
- 94-114 R&D investment and distress risk
by Zhang, Wei
- 115-134 Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz
by Mainik, Georg & Mitov, Georgi & Rüschendorf, Ludger
- 135-152 Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?
by Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik
- 153-164 On financial risk and the safe haven characteristics of Swiss franc exchange rates
by Grisse, Christian & Nitschka, Thomas
- 165-179 Disentangling contagion among sovereign CDS spreads during the European debt crisis
by Broto, Carmen & Pérez-Quirós, Gabriel
- 180-200 Consumption risk and the cross-section of government bond returns
by Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon
- 201-209 Financial weather derivatives for corn production in Northern China: A comparison of pricing methods
by Sun, Baojing & van Kooten, G. Cornelis
- 210-229 Information shares of two parallel currency options markets: Trading costs versus transparency/tradability
by Piccotti, Louis R. & Schreiber, Ben Z.
2015, Volume 31, Issue C
- 1-17 Testing of a market fraction model and power-law behaviour in the DAX 30
by He, Xue-Zhong & Li, Youwei
- 18-35 Understanding the term structure of credit default swap spreads
by Han, Bing & Zhou, Yi
- 36-53 Market proxies as factors in linear asset pricing models: Still living with the roll critique
by Prono, Todd
- 54-71 The impact of ECB macro-announcements on bid–ask spreads of European blue chips
by Rühl, Tobias R. & Stein, Michael
- 72-84 Time-variations in commodity price jumps
by Diewald, Laszlo & Prokopczuk, Marcel & Wese Simen, Chardin
- 85-108 ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models
by Creel, Michael & Kristensen, Dennis
2015, Volume 30, Issue C
- 1-15 Bond and stock market response to unexpected dividend changes
by Tsai, Hui-Ju & Wu, Yangru
- 16-33 Explaining the default risk anomaly by the two-beta model
by Yeh, Chung-Ying & Hsu, Junming & Wang, Kai-Li & Lin, Che-Hui
- 34-49 Heuristic learning in intraday trading under uncertainty
by Bekiros, Stelios D.
- 50-61 Do stock returns rebound after bear markets? An empirical analysis from five OECD countries
by Zeng, Songlin & Bec, Frédérique
- 62-78 It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model
by Grassi, Stefano & Santucci de Magistris, Paolo
- 79-91 Market volatility and momentum
by Wang, Kevin Q. & Xu, Jianguo
- 92-119 Measuring private information in a specialist market
by Lamoureux, Christopher G. & Wang, Qin
- 120-135 Dynamic copula models and high frequency data
by De Lira Salvatierra, Irving & Patton, Andrew J.
2014, Volume 29, Issue C
- 3-25 House prices, expectations, and time-varying fundamentals
by Gelain, Paolo & Lansing, Kevin J.
- 26-40 On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets
by Conrad, Christian & Loch, Karin & Rittler, Daniel
- 41-51 Level shifts in stock returns driven by large shocks
by Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias
- 52-63 Time variation in the standard forward premium regression: Some new models and tests
by Baillie, Richard T. & Cho, Dooyeon
- 64-79 Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns
by Morana, Claudio
- 80-94 A dynamic intraday measure of the probability of informed trading and firm-specific return variation
by Chang, Sanders S. & Chang, Lenisa V. & Wang, F. Albert
- 95-112 Persistence in the banking industry: Fractional integration and breaks in memory
by Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio
- 113-128 Modelling stock volatilities during financial crises: A time varying coefficient approach
by Karanasos, Menelaos & Paraskevopoulos, Alexandros G. & Menla Ali, Faek & Karoglou, Michail & Yfanti, Stavroula
- 129-143 Bandwidth selection by cross-validation for forecasting long memory financial time series
by Baillie, Richard T. & Kapetanios, George & Papailias, Fotis
- 144-167 Unit root vector autoregression with volatility induced stationarity
by Nielsen, Heino Bohn & Rahbek, Anders
- 168-185 Robust tests for a linear trend with an application to equity indices
by Astill, Sam & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 187-206 Long memory dynamics for multivariate dependence under heavy tails
by Janus, Paweł & Koopman, Siem Jan & Lucas, André
- 207-229 A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models
by Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud
- 230-246 An empirical investigation of methods to reduce transaction costs
by Moorman, Theodore
- 247-265 The real effects of financial constraints: Evidence from a debt subsidization program targeted at strategic firms
by Davydova, Yulia & Sokolov, Vladimir
- 266-280 Production efficiency uncertainty and corporate credit risk: Structural form credit model perspectives
by Chen, Tsung-Kang & Liao, Hsien-Hsing & Chen, Wei-Lun
- 281-286 Political uncertainty and bank loan contracting
by Francis, Bill B. & Hasan, Iftekhar & Zhu, Yun
- 287-303 Diagnosing the distribution of GARCH innovations
by Sun, Pengfei & Zhou, Chen
- 304-315 Forecasting the intraday market price of money
by Monticini, Andrea & Ravazzolo, Francesco
- 316-330 Banking sector contingent liabilities and sovereign risk
by Arslanalp, Serkan & Liao, Yin
- 331-342 The dispersion effect in international stock returns
by Leippold, Markus & Lohre, Harald
- 343-368 A framework for tracking changes in the intensity of investment funds' systemic risk
by Jin, Xisong & Nadal De Simone, Francisco
- 369-383 An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
by Yamamoto, Ryuichi
- 384-401 Counter-cyclical risk aversion
by Kim, Kun Ho
- 402-420 An empirical Bayesian approach to stein-optimal covariance matrix estimation
by Gillen, Benjamin J.
- 421-434 High-order moments and extreme value approach for value-at-risk
by Lin, Chu-Hsiung & Changchien, Chang-Cheng & Kao, Tzu-Chuan & Kao, Wei-Shun
- 435-447 Predicting volatility and correlations with Financial Conditions Indexes
by Opschoor, Anne & van Dijk, Dick & van der Wel, Michel
2014, Volume 28, Issue C
- 1-12 Direct evidence of dividend tax clienteles
by Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian
- 13-35 Trading activity in the equity market and its contingent claims: An empirical investigation
by Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar
- 36-59 Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach
by Jiang, Danling & Peterson, David R. & Doran, James S.
- 60-77 Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?
by Salvador, Enrique & Floros, Christos & Arago, Vicent
- 78-89 Hedging the time-varying risk exposures of momentum returns
by Martens, Martin & van Oord, Arco
- 90-103 Timescale-dependent stock market comovement: BRICs vs. developed markets
by Lehkonen, Heikki & Heimonen, Kari
- 104-117 On the distribution and estimation of trading costs
by Kourtis, Apostolos
- 118-138 Regime switches in the risk–return trade-off
by Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano
- 139-150 Market states and the risk-based explanation of the size premium
by Hur, Jungshik & Pettengill, Glenn & Singh, Vivek
- 151-170 Are regime-shift sources of risk priced in the market?
by Chourdakis, Kyriakos & Dendramis, Yiannis & Tzavalis, Elias
- 171-184 The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange
by Rose, Annica
- 185-201 Order flow and volatility: An empirical investigation
by Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick
- 202-214 Stock liquidity and the Taylor rule
by Jiang, Lei
- 215-229 Converting true returns into reported returns: A general theory of linear smoothing and anti-smoothing
by McKenzie, Michael & Satchell, Stephen & Wongwachara, Warapong
- 230-248 Consumer confidence or the business cycle: What matters more for European expected returns?
by Møller, Stig V. & Nørholm, Henrik & Rangvid, Jesper
- 249-260 Average funds versus average dollars: Implications for mutual fund research
by Clifford, Christopher P. & Jordan, Bradford D. & Riley, Timothy B.
- 261-272 A frequency-domain alternative to long-horizon regressions with application to return predictability
by Sizova, Natalia
- 273-290 Stock returns on option expiration dates: Price impact of liquidity trading
by Chiang, Chin-Han
- 291-320 Modeling hedge fund lifetimes: A dependent competing risks framework with latent exit types
by Haghani, Shermineh
- 321-331 Quantiles of the realized stock–bond correlation and links to the macroeconomy
by Aslanidis, Nektarios & Christiansen, Charlotte
- 332-351 Price and earnings momentum: An explanation using return decomposition
by Mao, Mike Qinghao & Wei, K.C. John
- 352-361 Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation
by Tse, Yiu-Kuen & Dong, Yingjie
- 362-385 How did the financial crisis alter the correlations of U.S. yield spreads?
by Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo
2014, Volume 27, Issue C
- 10-20 Private equity alliances in mergers
by Kim, Tae-Nyun & Palia, Darius
- 21-39 Pay inequalities and managerial turnover
by Kale, Jayant R. & Reis, Ebru & Venkateswaran, Anand
- 40-57 Gentlemen do not talk about money: Remuneration dispersion and firm performance relationship on British boards
by Zalewska, Anna
- 58-74 Family control, expropriation, and investor protection: A panel data analysis of Western European corporations
by Pindado, Julio & Requejo, Ignacio & de la Torre, Chabela
- 75-96 Excessive financial services CEO pay and financial crisis: Evidence from calibration estimation
by Dong, Gang Nathan
- 97-115 CEO compensation and future shareholder returns: Evidence from the London Stock Exchange
by Balafas, Nikolaos & Florackis, Chris
- 116-129 Managerial shareholding policies and retention of vested equity incentives
by Korczak, Piotr & Liu, Xicheng
- 130-144 The effect of concentration and regulation on audit fees: An application of panel data techniques
by Evans, Lawrance & Schwartz, Jeremy
2014, Volume 25, Issue C
- 1-14 Measuring and testing for the systemically important financial institutions
by Castro, Carlos & Ferrari, Stijn
- 15-35 Modelling changes in the unconditional variance of long stock return series
by Amado, Cristina & Teräsvirta, Timo
- 36-51 International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares
by Otsubo, Yoichi
- 52-61 Does the market matter for more than investment?
by Smith, Jason
- 62-82 Using local Gaussian correlation in a nonlinear re-examination of financial contagion
by Støve, Bård & Tjøstheim, Dag & Hufthammer, Karl Ove
- 83-94 Firm opacity and financial market information asymmetry
by Ravi, Rahul & Hong, Youna
- 95-111 Risk-free rate effects on conditional variances and conditional correlations of stock returns
by Palandri, Alessandro
- 112-133 Pricing of liquidity risks: Evidence from multiple liquidity measures
by Kim, Soon-Ho & Lee, Kuan-Hui
- 134-148 Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market
by Xiang, Ju & Zhu, Xiaoneng
2013, Volume 24, Issue C
- 1-9 Detecting synchronous cycles in financial time series of unequal length
by Reschenhofer, Erhard & Lingler, Michaela
- 10-23 An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC
by Miller, Thomas W. & Rapach, David E.
- 24-41 Linear-price term structure models
by Gourieroux, C. & Monfort, A.
- 42-62 Valuation of collateralized debt obligations with hierarchical Archimedean copulae
by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
- 63-77 The development of emerging stock markets and the demand for cross-listing
by Korczak, Adriana & Korczak, Piotr
- 78-93 Autocorrelation and partial price adjustment
by Anderson, Robert M. & Eom, Kyong Shik & Hahn, Sang Buhm & Park, Jong-Ho
- 94-107 Dividend privileges and the value of voting rights: Evidence from Italy
by Bigelli, Marco & Croci, Ettore
- 108-115 Volatility timing: How best to forecast portfolio exposures
by Clements, A. & Silvennoinen, A.
- 116-120 Estimating PIN for firms with high levels of trading
by Jackson, David
- 121-137 Risk spillovers in international equity portfolios
by Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo
- 138-150 Bond vs stock market's Q: Testing for stability across frequencies and over time
by Gallegati, Marco & Ramsey, James B.
- 151-165 Are there diversification benefits of increasing noninterest income in the Chinese banking industry?
by Li, Li & Zhang, Yu
- 166-181 Modeling the relationship between European carbon permits and certified emission reductions
by Koop, Gary & Tole, Lise
2013, Volume 23, Issue C
- 1-15 Illiquidity shocks and the comovement between stocks: New evidence using smooth transition
by Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S.
- 16-32 Variance risk premiums in foreign exchange markets
by Ammann, Manuel & Buesser, Ralf
- 33-47 Value at risk forecasts by extreme value models in a conditional duration framework
by Herrera, Rodrigo & Schipp, Bernhard
- 48-67 Implied liquidity: Model sensitivity
by Albrecher, Hansjoerg & Guillaume, Florence & Schoutens, Wim
- 68-83 What do price discovery metrics really measure?
by Putniņš, Tālis J.
- 84-92 Informational role of market makers: The case of exchange traded CFDs
by Lepone, Andrew & Yang, Jin Young
- 93-116 Testing for monotonicity in expected asset returns
by Romano, Joseph P. & Wolf, Michael
- 117-141 The disciplinary effect of subordinated debt on bank risk taking
by Nguyen, Tu
- 142-161 The information content of risk-neutral skewness for volatility forecasting
by Byun, Suk Joon & Kim, Jun Sik
- 162-172 Misclassification of the dependent variable in a debt–repayment behavior context
by Aller, Carlos & González Chapela, Jorge
- 173-186 The forward premium in electricity futures
by Bunn, Derek W. & Chen, Dipeng
- 187-190 Aggregate investor preferences and beliefs: A comment
by Post, Thierry & Kopa, Miloš
- 191-205 Comoment risk and stock returns
by Lambert, M. & Hübner, G.
2013, Volume 22, Issue C
- 1-15 Advertising investments, information asymmetry, and insider gains
by Joseph, Kissan & Wintoki, M. Babajide
- 16-29 Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach
by Akay, Ozgur (Ozzy) & Senyuz, Zeynep & Yoldas, Emre
- 30-51 Understanding industry betas
by Baele, Lieven & Londono, Juan M.
- 52-66 Equilibrium exchange rate determination and multiple structural changes
by Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald
- 67-77 Does mortality improvement increase equity risk premiums? A risk perception perspective
by Huang, Rachel J. & Miao, Jerry C.Y. & Tzeng, Larry Y.
- 78-93 Term structure dynamics with macro-factors using high frequency data
by Kim, Hwagyun & Park, Hail
- 94-112 Long memory and tail dependence in trading volume and volatility
by Rossi, Eduardo & Santucci de Magistris, Paolo
- 113-127 What do the Fama–French factors add to C-CAPM?
by Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R.
- 128-139 An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil
by Li, Minqiang
- 140-158 On detection of volatility spillovers in overlapping stock markets
by Kohonen, Anssi
- 159-175 Stakeholder relations and stock returns: On errors in investors' expectations and learning
by Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke
2013, Volume 21, Issue C
- 1-14 The issuance of callable bonds under information asymmetry
by Choi, Seungmook & Jameson, Mel & Jung, Mookwon
- 15-35 Sovereign default risk premia: Evidence from the default swap market
by Zinna, Gabriele
- 36-53 No-arbitrage implied volatility functions: Empirical evidence from KOSPI 200 index options
by Kim, Namhyoung & Lee, Jaewook
- 54-68 Does monetary policy determine stock market liquidity? New evidence from the euro zone
by Fernández-Amador, Octavio & Gächter, Martin & Larch, Martin & Peter, Georg
- 69-85 A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?
by Wagner, Niklas & Winter, Elisabeth
- 86-101 Performance, stock selection and market timing of the German equity mutual fund industry
by Cuthbertson, Keith & Nitzsche, Dirk
- 102-120 Credit risk in covered bonds
by Prokopczuk, Marcel & Siewert, Jan B. & Vonhoff, Volker
- 121-131 The discretionary effect of CEOs and board chairs on corporate governance structures
by Arena, Matteo P. & Braga-Alves, Marcus V.
- 132-141 On the risk return relationship
by Wang, Jianxin & Yang, Minxian
- 142-155 Are short sellers incrementally informed prior to earnings announcements?
by Blau, Benjamin M. & Pinegar, J. Michael
- 156-173 What style-timing skills do mutual fund “stars” possess?
by Chen, Li-Wen & Adams, Andrew & Taffler, Richard
- 174-194 Stressing correlations and volatilities — A consistent modeling approach
by Becker, Christoph & Schmidt, Wolfgang M.
- 195-213 An examination of the relationship between the disposition effect and gender, age, the traded security, and bull–bear market conditions
by Cheng, Teng Yuan & Lee, Chun I & Lin, Chao Hsien
- 214-222 Multi-period credit default prediction with time-varying covariates
by Orth, Walter
- 223-240 Corporate boards' political ideology diversity and firm performance
by Kim, Incheol & Pantzalis, Christos & Park, Jung Chul
- 241-250 Ranking of finance journals: Some Google Scholar citation perspectives
by Chan, Kam C. & Chang, Chih-Hsiang & Chang, Yuanchen
2013, Volume 20, Issue C
- 1-17 Two-pass estimation of risk premiums with multicollinear and near-invariant betas
by Ahn, Seung C. & Perez, M. Fabricio & Gadarowski, Christopher
- 18-29 Liquidity and firm investment: Evidence for Latin America
by Muñoz, Francisco
- 30-41 Do strategic alliances in a developing country create firm value? Evidence from Korean firms
by Lee, Hyunchul & Cho, Euije & Cheong, Chongcheul & Kim, Jinsu
- 42-62 Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices
by Perron, Pierre & Chun, Sungju & Vodounou, Cosme
- 63-82 The international evidence on discouraged small businesses
by Chakravarty, Sugato & Xiang, Meifang
- 83-95 The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
by Varneskov, Rasmus & Voev, Valeri
- 96-101 A global approach to mutual funds market timing ability
by Bodson, Laurent & Cavenaile, Laurent & Sougné, Danielle
- 102-108 Aggregational Gaussianity and barely infinite variance in financial returns
by Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos
- 109-129 What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?
by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas
- 130-146 Another look at the cross-section and time-series of stock returns: 1951 to 2011
by Du, Ding
2012, Volume 19, Issue 5
- 627-639 Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts
by Benavides, Guillermo & Capistrán, Carlos
- 640-652 Drug approval decisions: A note on stock liquidity effects
by Himmelmann, Achim & Schiereck, Dirk
- 653-674 Product market relationships and cost of bank loans: Evidence from strategic alliances
by Fang, Yiwei & Francis, Bill & Hasan, Iftekhar & Wang, Haizhi
- 675-685 Short-term predictability of equity returns along two style dimensions
by Shynkevich, Andrei
- 686-701 Fractal market time
by McCulloch, James
- 702-720 Speed of convergence to market efficiency: The role of ECNs
by Chung, Dennis Y. & Hrazdil, Karel
- 721-740 Optimal portfolio choice in real terms: Measuring the benefits of TIPS
by Cartea, Álvaro & Saúl, Jonatan & Toro, Juan
- 741-761 A new country risk index for emerging markets: A stochastic dominance approach
by Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas
- 762-781 Relationship lending and firm innovativeness
by Giannetti, Caterina
- 782-795 Nonlinearity and smoothing in venture capital performance data
by McKenzie, Michael & Satchell, Stephen & Wongwachara, Warapong
- 796-818 The cross-section of stock returns in frontier emerging markets
by de Groot, Wilma & Pang, Juan & Swinkels, Laurens
- 819-830 A meta-analysis of the equity premium
by van Ewijk, Casper & de Groot, Henri L.F. & Santing, A.J. (Coos)
2012, Volume 19, Issue 4
- 411-426 The impact of capital market competition on relationship banking: Evidence from the Japanese experience
by Fraser, Donald R. & Rhee, S. Ghon & Shin, G. Hwan
- 427-453 A simple approach to standardized-residuals-based higher-moment tests
by Chen, Yi-Ting
- 454-464 Smooth transition patterns in the realized stock–bond correlation
by Aslanidis, Nektarios & Christiansen, Charlotte
- 465-482 Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol
- 483-496 Stock market volatility and equity returns: Evidence from a two-state Markov-switching model with regressors
by Liu, Xinyi & Margaritis, Dimitris & Wang, Peiming
- 497-510 The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
by Gospodinov, Nikolay & Jamali, Ibrahim
- 511-527 Sampling error and double shrinkage estimation of minimum variance portfolios
by Candelon, B. & Hurlin, C. & Tokpavi, S.
- 528-547 Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis
by Fang, Yi
- 548-557 Euro money market spreads during the 2007–? financial crisis
by Cassola, Nuno & Morana, Claudio
- 558-582 Taking stock or cashing in? Shareholder style preferences, premiums and the method of payment
by Burch, Timothy R. & Nanda, Vikram & Silveri, Sabatino
- 583-594 Time-varying correlation between stock market returns and real estate returns
by Heaney, Richard & Sriananthakumar, Sivagowry
- 595-609 Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
by Gospodinov, Nikolay & Hirukawa, Masayuki
- 610-625 Modelling and forecasting liquidity supply using semiparametric factor dynamics
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija
2012, Volume 19, Issue 3
- 309-318 Local sports sentiment and returns of locally headquartered stocks: A firm-level analysis
by Chang, Shao-Chi & Chen, Sheng-Syan & Chou, Robin K. & Lin, Yueh-Hsiang
- 319-333 Global style momentum
by Chao, Hsiao-Ying & Collver, Charles & Limthanakom, Natcha
- 334-348 Time-varying performance of international mutual funds
by Turtle, H.J. & Zhang, Chengping
- 349-358 Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing
by Ekholm, Anders G.
- 359-381 Equity order flow and exchange rate dynamics
by Ferreira Filipe, Sara
- 382-394 Common influences, spillover and integration in Chinese stock markets
by Weber, Enzo & Zhang, Yanqun
- 395-408 On the determinants of the implied default barrier
by Dionne, Georges & Laajimi, Sadok
2012, Volume 19, Issue 2
Printed from https://ideas.repec.org/s/eee/empfin5.html