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
2012, Volume 19, Issue 2
2012, Volume 19, Issue 1
- 1-25 Financial development and the allocation of external finance
by Bena, Jan & Ondko, Peter
- 26-50 Economic freedom and cross-border venture capital performance
by Wang, Lanfang & Wang, Susheng
- 51-64 Where are the smart investors? New evidence of the smart money effect
by Yu, Hsin-Yi
- 65-78 Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims
by Wang, Zhenyu & Zhang, Xiaoyan
- 79-93 Does the weather have impacts on returns and trading activities in order-driven stock markets? Evidence from China
by Lu, Jing & Chou, Robin K.
- 94-108 The investment value of the frequency of analyst recommendation changes for the ordinary investor
by Hobbs, Jeffrey & Kovacs, Tunde & Sharma, Vivek
- 109-122 Geographic diversification and firm value in the financial services industry
by Schmid, Markus M. & Walter, Ingo
- 123-146 Real estate prices: An international study of seasonality's sentiment effect
by Kaplanski, Guy & Levy, Haim
- 147-161 Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
by Langrock, Roland & MacDonald, Iain L. & Zucchini, Walter
- 162-174 Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
by Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung
2011, Volume 18, Issue 5
- 782-801 The characteristics of informed trading: Implications for asset pricing
by Aslan, Hadiye & Easley, David & Hvidkjaer, Soeren & O'Hara, Maureen
- 802-814 Small-cap equity mutual fund managers as liquidity providers
by Shawky, Hany A. & Tian, Jianbo
- 815-832 The risk appetite of private equity sponsors
by Braun, Reiner & Engel, Nico & Hieber, Peter & Zagst, Rudi
- 833-846 The role of time-varying jump risk premia in pricing stock index options
by Yun, Jaeho
- 847-867 Firm level return–volatility analysis using dynamic panels
by Smith, L. Vanessa & Yamagata, Takashi
- 868-879 Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
by Kim, Jae H. & Shamsuddin, Abul & Lim, Kian-Ping
- 880-902 American option pricing with discrete and continuous time models: An empirical comparison
by Stentoft, Lars
- 903-914 Understanding liquidity and credit risks in the financial crisis
by Gefang, Deborah & Koop, Gary & Potter, Simon M.
- 915-934 Words that shake traders
by Rosa, Carlo
- 935-952 The fed and the term structure: Addressing simultaneity within a structural VAR model
by Farka, Mira & DaSilva, Amadeu
- 953-971 Nonparametric rank tests for event studies
by Kolari, James W. & Pynnonen, Seppo
- 972-992 Testing conditional factor models: A nonparametric approach
by Li, Yan & Yang, Liyan
September 2011, Volume 18, Issue 4
- 547-569 The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds
by Fung, William & Hsieh, David A.
- 570-584 Stock market trading activity and returns around milestones
by Aragon, George O. & Dieckmann, Stephan
- 585-596 Working for the enemy? The impact of investment banker job changes on deal flow
by Bradley, Daniel & Choi, Hyung-Suk & Clarke, Jonathan
- 597-615 The persistent effects of a false news shock
by Carvalho, Carlos & Klagge, Nicholas & Moench, Emanuel
- 616-633 Are investment and financing anomalies two sides of the same coin?
by Sullivan, Michael & Zhang, Andrew (Jianzhong)
- 634-651 Is unlevered firm volatility asymmetric?
by Daouk, Hazem & Ng, David
- 652-660 A note on the returns from minimum variance investing
by Scherer, Bernd
- 661-691 Testing weak form efficiency on the Toronto Stock Exchange
by Alexeev, Vitali & Tapon, Francis
- 692-710 Modelling and forecasting short-term interest rate volatility: A semiparametric approach
by Hou, Ai Jun & Suardi, Sandy
- 711-727 The economic value of range-based covariance between stock and bond returns with dynamic copulas
by Wu, Chih-Chiang & Liang, Shin-Shun
- 728-742 Checking for asymmetric default dependence in a credit card portfolio: A copula approach
by Crook, Jonathan & Moreira, Fernando
- 743-764 In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008
by Cai, Lili & Swanson, Norman R.
- 765-778 Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions
by Zhu, Dongming & Galbraith, John W.
June 2011, Volume 18, Issue 3
- 379-392 Fixed-income fund performance: Role of luck and ability in tail membership
by Ayadi, Mohamed A. & Kryzanowski, Lawrence
- 393-407 How arbitrage-free is the Nelson-Siegel model?
by Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa
- 408-422 Information, speed vs. cost trade-offs, and order routing decisions in U.S. equity markets
by Garvey, Ryan & Wu, Fei
- 423-446 Markets change every day: Evidence from the memory of trade direction
by Axioglou, Christos & Skouras, Spyros
- 447-460 The Monday effect revisited: An alternative testing approach
by Alt, Raimund & Fortin, Ines & Weinberger, Simon
- 461-473 The cross-section of dynamics in idiosyncratic risk
by Vozlyublennaia, Nadia
- 474-487 Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand
by Visaltanachoti, Nuttawat & Charoenwong, Charlie & Ding, David K.
- 488-505 Stock market momentum, business conditions, and GARCH option pricing models
by Chiang, Min-Hsien & Huang, Hsin-Yi
- 506-521 Residual momentum
by Blitz, David & Huij, Joop & Martens, Martin
- 522-532 Modeling structural changes in the volatility process
by Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J.
- 533-545 Maximum likelihood estimation of non-affine volatility processes
by Chourdakis, Kyriakos & Dotsis, George
March 2011, Volume 18, Issue 2
- 175-194 Risk and return in convertible arbitrage: Evidence from the convertible bond market
by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.
- 195-210 Market discipline and too-big-to-fail in the CDS market: Does banks' size reduce market discipline?
by Völz, Manja & Wedow, Michael
- 211-224 The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
by Liu, Peng & Tang, Ke
- 225-236 Lack of consumer confidence and stock returns
by Chen, Shiu-Sheng
- 237-247 Measuring the effects of geographical distance on stock market correlation
by Eckel, Stefanie & Löffler, Gunter & Maurer, Alina & Schmidt, Volker
- 248-270 Size, book-to-market ratio and macroeconomic news
by Cenesizoglu, Tolga
- 271-288 The index premium and its hidden cost for index funds
by Petajisto, Antti
- 289-305 The critical role of conditioning information in determining if value is really riskier than growth
by Cooper, Michael J. & Gubellini, Stefano
- 306-320 The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis
by Müller, Gernot & Durand, Robert B. & Maller, Ross A.
- 321-340 When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions
by Groß-Klußmann, Axel & Hautsch, Nikolaus
- 341-352 "KLICing" there and back again: Portfolio selection using the empirical likelihood divergence and Hellinger distance
by Haley, M. Ryan & McGee, M. Kevin
- 353-367 Robust estimation of intraweek periodicity in volatility and jump detection
by Boudt, Kris & Croux, Christophe & Laurent, Sébastien
- 368-378 Long memory and nonlinearity in conditional variances: A smooth transition FIGARCH model
by KIlIç, Rehim
January 2011, Volume 18, Issue 1
- 1-1 Obituary
by Palm, Franz C.
- 2-15 Fund size, limited attention and valuation of venture capital backed firms
by Cumming, Douglas & Dai, Na
- 16-35 Does political economy reduce agency costs? Some evidence from dividend policies around the world
by Choy, HiuLam & Gul, Ferdinand A. & Yao, Jun
- 36-55 Corporate governance and firm value: International evidence
by Ammann, Manuel & Oesch, David & Schmid, Markus M.
- 56-63 Are investors moonstruck? Further international evidence on lunar phases and stock returns
by Keef, Stephen P. & Khaled, Mohammed S.
- 64-77 Country versus sector factors in equity returns: The roles of non-unit exposures
by De Moor, Lieven & Sercu, Piet
- 78-90 Regulatory underpricing: Determinants of Chinese extreme IPO returns
by Tian, Lihui
- 91-102 Transaction duration and asymmetric price impact of trades--Evidence from Australia
by Yang, Joey Wenling
- 103-116 Do bond rating changes affect the information asymmetry of stock trading?
by He, Yan & Wang, Junbo & Wei, K.C. John
- 117-135 The success of bank mergers revisited. An assessment based on a matching strategy
by Behr, Andreas & Heid, Frank
- 136-146 Evaluating alternative methods for testing asset pricing models with historical data
by Lozano, Martín & Rubio, Gonzalo
- 147-159 Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study
by Conrad, Christian & Karanasos, Menelaos & Zeng, Ning
- 160-173 Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
by Cheng, Wan-Hsiu & Hung, Jui-Cheng
December 2010, Volume 17, Issue 5
- 837-851 Board composition after mergers, does it matter to target shareholders?
by Wang, Hongxia & Sakr, Sameh & Ning, Yixi & Davidson III, Wallace N.
- 852-866 Justifying top management pay in a transitional economy
by Firth, Michael & Leung, Tak Yan & Rui, Oliver M.
- 867-894 Stock and bond returns with Moody Investors
by Bekaert, Geert & Engstrom, Eric & Grenadier, Steven R.
- 895-917 Market makers as information providers: The natural experiment of STAR
by Perotti, Pietro & Rindi, Barbara
- 918-937 Retrieving risk neutral densities from European option prices based on the principle of maximum entropy
by Rompolis, Leonidas S.
- 938-956 Explaining asymmetric volatility around the world
by Talpsepp, Tõnn & Rieger, Marc Oliver
- 957-966 Structural change in the forward discount: Implications for the forward rate unbiasedness hypothesis
by Sakoulis, Georgios & Zivot, Eric & Choi, Kyongwook
- 967-980 Volatility and trading activity following changes in the size of futures contracts
by Bjursell, Johan & Frino, Alex & Tse, Yiuman & Wang, George H.K.
- 981-990 Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets
by Jansen, Dennis W. & Tsai, Chun-Li
- 991-1005 Predicting systematic risk: Implications from growth options
by Jacquier, Eric & Titman, Sheridan & YalçIn, Atakan
- 1006-1006 Corrigendum to "GMM estimation of the number of latent factors: With application to international stock markets" [J Empir Financ. 17 (2010) 783-802]
by Ahn, Seung C. & Perez, M. Fabricio
September 2010, Volume 17, Issue 4
- 539-551 Predicting the equity premium with dividend ratios: Reconciling the evidence
by Kellard, Neil M. & Nankervis, John C. & Papadimitriou, Fotios I.
- 552-565 Expected returns on value, growth, and HML
by Rytchkov, Oleg
- 566-584 Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks
by Korczak, Piotr & Phylaktis, Kate
- 585-605 The dividend-price ratio does predict dividend growth: International evidence
by Engsted, Tom & Pedersen, Thomas Q.
- 606-622 Consumption, (dis)aggregate wealth, and asset returns
by Sousa, Ricardo M.
- 623-644 The plausibility of risk estimates and implied costs to international equity investments
by De Moor, Lieven & Sercu, Piet & Vanpée, Rosanne
- 645-658 Do investors trade uniformly through time?
by Johnson, Woodrow T.
- 659-667 A network perspective of the stock market
by Tse, Chi K. & Liu, Jing & Lau, Francis C.M.
- 668-688 Market efficiency and learning in an artificial stock market: A perspective from Neo-Austrian economics
by Benink, Harald A. & Gordillo, José Luis & Pardo, Juan Pablo & Stephens, Christopher R.
- 689-701 Human development and cross-border acquisitions
by Owen, Sian & Yawson, Alfred
- 702-721 Pricing the term structure of inflation risk premia: Theory and evidence from TIPS
by Chen, Ren-Raw & Liu, Bo & Cheng, Xiaolin
- 722-743 Assessing the compensation for volatility risk implicit in interest rate derivatives
by Fornari, Fabio
- 744-762 The effect of CEO power on bond ratings and yields
by Liu, Yixin & Jiraporn, Pornsit
- 763-782 Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda
- 783-802 GMM estimation of the number of latent factors: With application to international stock markets
by Ahn, Seung C. & Perez, M. Fabricio
- 803-817 Improving the statistical power of financial event studies: The inverse variance weighted average-based test
by da Graça, Tarcisio B.
- 818-833 A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach
by Li, Ming-Yuan Leon & Miu, Peter
June 2010, Volume 17, Issue 3
- 283-299 Implicit incentives and reputational herding by hedge fund managers
by Boyson, Nicole M.
- 300-312 The effects of financial distress and capital structure on the work effort of outside directors
by Chou, Hsin-I & Li, Hui & Yin, Xiangkang
- 313-331 A century of equity premium predictability and the consumption-wealth ratio: An international perspective
by Della Corte, Pasquale & Sarno, Lucio & Valente, Giorgio
- 332-344 Does group affiliation increase firm value for diversified groups?: New evidence from Indian companies
by Lensink, Robert & van der Molen, Remco
- 345-361 Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?
by Anderson, Keith & Brooks, Chris & Katsaris, Apostolos
- 362-380 Local bias in venture capital investments
by Cumming, Douglas & Dai, Na
- 381-393 Takeover risk and the correlation between stocks and bonds
by Bhanot, Karan & Mansi, Sattar A. & Wald, John K.
- 394-412 Market pricing of executive stock options and implied risk preferences
by Pirjetä, Antti & Ikäheimo, Seppo & Puttonen, Vesa
- 413-427 An empirical investigation of stock market behavior in the Middle East and North Africa
by Cheng, Ai-Ru & Jahan-Parvar, Mohammad R. & Rothman, Philip
- 428-440 Do the prices of stock index futures in Asia overreact to U.S. market returns?
by Fung, Alexander Kwok-Wah & Lam, Kin & Lam, Ka-Ming
- 441-459 Loss-aversion and household portfolio choice
by Dimmock, Stephen G. & Kouwenberg, Roy
- 460-470 Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model
by Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie
- 471-484 Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias
by Hsu, Po-Hsuan & Hsu, Yu-Chin & Kuan, Chung-Ming
- 485-500 Tracking a changing copula
by Harvey, Andrew
- 501-512 Variable reduction, sample selection bias and bank retail credit scoring
by Marshall, Andrew & Tang, Leilei & Milne, Alistair
- 513-525 Predictive regression with order-p autoregressive predictors
by Amihud, Yakov & Hurvich, Clifford M. & Wang, Yi
- 526-538 Backtesting value-at-risk based on tail losses
by Wong, Woon K.
March 2010, Volume 17, Issue 2
- 177-179 Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot
by Dufour, Jean-Marie & Kurz-Kim, Jeong-Ryeol & Palm, Franz C.
- 180-194 Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions
by Dufour, Jean-Marie & Kurz-Kim, Jeong-Ryeol
- 195-211 Risk management and dynamic portfolio selection with stable Paretian distributions
by Ortobelli, Sergio & Rachev, Svetlozar T. & Fabozzi, Frank J.
- 212-240 Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
by Chaboud, Alain P. & Chiquoine, Benjamin & Hjalmarsson, Erik & Loretan, Mico
- 241-254 Heavy tails and currency crises
by Hartmann, P. & Straetmans, S. & de Vries, C.G.
- 255-269 GHICA -- Risk analysis with GH distributions and independent components
by Chen, Ying & Härdle, Wolfgang & Spokoiny, Vladimir
- 270-282 Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence
by Gençay, Ramazan & Gradojevic, Nikola
January 2010, Volume 17, Issue 1
- 1-22 Strategic trading in the wrong direction by a large institutional insider
by Giambona, Erasmo & Golec, Joseph
- 23-38 Is there a symmetric nonlinear causal relationship between large and small firms?
by Francis, Bill B. & Mougoué, Mbodja & Panchenko, Valentyn
- 39-53 Technology prospects and the cross-section of stock returns
by Hsu, Po-Hsuan & Huang, Dayong
- 54-80 Asset pricing models and economic risk premia: A decomposition
by Balduzzi, Pierluigi & Robotti, Cesare
- 81-101 When does the dividend-price ratio predict stock returns?
by Park, Cheolbeom
- 102-119 'Optimal' probabilistic and directional predictions of financial returns
by Thomakos, Dimitrios D. & Wang, Tao
- 120-137 Predicting issuer credit ratings using a semiparametric method
by Hwang, Ruey-Ching & Chung, Huimin & Chu, C.K.
- 138-156 Modeling and forecasting stock return volatility using a random level shift model
by Lu, Yang K. & Perron, Pierre
- 157-167 Modeling the dynamics of inflation compensation
by Jochmann, Markus & Koop, Gary & Potter, Simon M.
- 168-175 Trading activity, realized volatility and jumps
by Giot, Pierre & Laurent, Sébastien & Petitjean, Mikael
December 2009, Volume 16, Issue 5
- 703-720 Multinationals do it better: Evidence on the efficiency of corporations' capital budgeting
by Greene, William H. & Hornstein, Abigail S. & White, Lawrence J.
- 721-733 Testing the CAPM revisited
by Ray, Surajit & Savin, N.E. & Tiwari, Ashish
- 734-744 On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis
by Kim, Hyeongwoo
- 745-758 Markov-switching in target stocks during takeover bids
by Gelman, Sergey & Wilfling, Bernd
- 759-776 Price discovery in tick time
by Frijns, Bart & Schotman, Peter
- 777-792 Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
by Dionne, Georges & Duchesne, Pierre & Pacurar, Maria
- 793-803 Jackknifing stock return predictions
by Chiquoine, Benjamin & Hjalmarsson, Erik
- 804-815 Applying the method of simulated moments to estimate a small agent-based asset pricing model
by Franke, Reiner
- 816-829 Exact distribution-free tests of mean-variance efficiency
by Gungor, Sermin & Luger, Richard
- 830-837 The magnet effect of price limits: A logit approach
by Hsieh, Ping-Hung & Kim, Yong H. & Yang, J. Jimmy
- 838-851 Dual long-memory, structural breaks and the link between turnover and the range-based volatility
by Karanasos, M. & Kartsaklas, A.
- 852-861 Evaluating stochastic discount factors from term structure models
by Farnsworth, Heber K.
- 862-873 Central bank interventions and implied exchange rate correlations
by Nikkinen, Jussi & Vähämaa, Sami
September 2009, Volume 16, Issue 4
- 525-536 Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
by Møller, Stig Vinther
- 537-556 Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM
by Adrian, Tobias & Franzoni, Francesco
- 557-567 The information content of stock splits
by Huang, Gow-Cheng & Liano, Kartono & Pan, Ming-Shiun
- 568-581 Stock price and systematic risk effects of discontinuation of corporate R&D programs
by Saad, Mohsen & Zantout, Zaher
- 582-596 Investigation of the costly-arbitrage model of price formation around the ex-dividend day in Norway
by Dai, Qinglei & Rydqvist, Kristian
- 597-612 Institutional ownership and credit spreads: An information asymmetry perspective
by Wang, Ashley W. & Zhang, Gaiyan
- 613-631 Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries
by Sarkar, Asani & Zhang, Lingjia
- 632-639 International comovement of stock market returns: A wavelet analysis
by Rua, António & Nunes, Luís C.
- 640-654 Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices
by Phylaktis, Kate & Chen, Long
- 655-670 A semiparametric model for the systematic factors of portfolio credit risk premia
by Giammarino, Flavia & Barrieu, Pauline
- 671-685 L-performance with an application to hedge funds
by Darolles, Serge & Gourieroux, Christian & Jasiak, Joann
- 686-700 Which power variation predicts volatility well?
by Ghysels, Eric & Sohn, Bumjean
June 2009, Volume 16, Issue 3
- 353-367 Correlation risk
by Krishnan, C.N.V. & Petkova, Ralitsa & Ritchken, Peter
- 368-387 Time-varying Integration and International diversification strategies
by Baele, Lieven & Inghelbrecht, Koen
- 388-393 Herding and information based trading
by Zhou, Rhea Tingyu & Lai, Rose Neng
- 394-408 Investor sentiment and stock returns: Some international evidence
by Schmeling, Maik
- 409-429 The cross section of cashflow volatility and expected stock returns
by Huang, Alan Guoming
- 430-445 Empirical evidence on jumps in the term structure of the US Treasury Market
by Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa
- 446-456 Optimal futures hedging under jump switching dynamics
by Lee, Hsiang-Tai
- 457-465 Estimation of default probabilities using incomplete contracts data
by Santos Silva, J.M.C. & Murteira, J.M.R.
- 466-482 Sample selection and event study estimation
by Ahern, Kenneth R.
- 483-506 Improvement in finite sample properties of the Hansen-Jagannathan distance test
by Ren, Yu & Shimotsu, Katsumi
- 507-523 A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
by Lejeune, Bernard
March 2009, Volume 16, Issue 2
- 175-187 Dividend policy of German firms: A panel data analysis of partial adjustment models
by Andres, Christian & Betzer, André & Goergen, Marc & Renneboog, Luc
- 188-200 Forecasting financial crises and contagion in Asia using dynamic factor analysis
by Cipollini, A. & Kapetanios, G.
- 201-215 Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
by Wang, Dezhong & Rachev, Svetlozar T. & Fabozzi, Frank J.
- 216-234 The credit rating process and estimation of transition probabilities: A Bayesian approach
by Stefanescu, Catalina & Tunaru, Radu & Turnbull, Stuart
- 235-253 Modelling the distribution of credit losses with observable and latent factors
by Jiménez, Gabriel & Mencía, Javier
- 254-263 Modelling the distribution of the extreme share returns in Singapore
by Tolikas, Konstantinos & Gettinby, Gareth D.
- 264-279 Quantile regression analysis of hedge fund strategies
by Meligkotsidou, Loukia & Vrontos, Ioannis D. & Vrontos, Spyridon D.
- 280-305 Model averaging in risk management with an application to futures markets
by Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo
- 306-317 On the explanatory power of firm-specific variables in cross-sections of expected returns
by Zhang, Chu
- 318-329 Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application
by de Goeij, Peter & Marquering, Wessel
- 330-336 Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management
by Hlouskova, Jaroslava & Schmidheiny, Kurt & Wagner, Martin
- 337-351 A censored stochastic volatility approach to the estimation of price limit moves
by Hsieh, Ping-Hung & Yang, J. Jimmy
January 2009, Volume 16, Issue 1
- 2-17 The transmission of emerging market shocks to global equity markets
by Cuadro-Sáez, Lucía & Fratzscher, Marcel & Thimann, Christian
- 18-41 Market liberalization within a country
by Sun, Qian & Tong, Wilson H.S. & Yan, Yuxing
- 42-54 Credit cycles and macro fundamentals
by Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B.
- 55-69 Timing the investment grade securities market: Evidence from high quality bond funds
by Boney, Vaneesha & Comer, George & Kelly, Lynne
- 70-86 Negative earnings, positive earnings and stock return predictability: An empirical examination of market timing
by Barnhart, Scott W. & Giannetti, Antoine
- 87-100 Investor flows and stock market returns
by Boyer, Brian & Zheng, Lu
- 101-111 Long-run performance evaluation: Correlation and heteroskedasticity-consistent tests
by Jegadeesh, Narasimhan & Karceski, Jason
- 112-125 Risk and performance estimation in hedge funds revisited: Evidence from errors in variables
by Coën, Alain & Hübner, Georges
- 126-135 Costly trade, managerial myopia, and long-term investment
by Holden, Craig W. & Lundstrum, Leonard L.
- 136-150 Understanding the relationship between founder-CEOs and firm performance
by Adams, Renée & Almeida, Heitor & Ferreira, Daniel
- 151-163 Co-movements of index options and futures quotes
by Fahlenbrach, Rüdiger & Sandås, Patrik
Printed from https://ideas.repec.org/s/eee/empfin6.html