Journal of Empirical Finance

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Sắp xếp:  
Private information and limitations of Heckman's estimator in banking and corporate finance research
Journal of Empirical Finance - Tập 37 - Trang 186-195 - 2016
Randall C. Campbell, Gregory L. Nagel
Asymmetric temporary and permanent stock-price innovations
Journal of Empirical Finance - Tập 14 - Trang 120-130 - 2007
Philip A. Shively
Visualizing time-varying correlations across stock markets
Journal of Empirical Finance - Tập 7 - Trang 155-172 - 2000
Patrick J.F. Groenen, Philip Hans Franses
Improvement in finite sample properties of the Hansen–Jagannathan distance test
Journal of Empirical Finance - Tập 16 - Trang 483-506 - 2009
Yu Ren, Katsumi Shimotsu
Predicting emerging market currency crashes
Journal of Empirical Finance - Tập 10 Số 4 - Trang 427-454 - 2003
Empirical tests of efficiency of the Italian index options market
Journal of Empirical Finance - Tập 7 - Trang 173-193 - 2000
Laura Cavallo, Paolo Mammola
Information uncertainty and the pricing of liquidity
Journal of Empirical Finance - Tập 54 - Trang 77-96 - 2019
Wenjin Kang, Nan Li, Huiping Zhang
Volatility cascades in cryptocurrency trading
Journal of Empirical Finance - Tập 62 - Trang 252-265 - 2021
Nikola Gradojevic, Ilias Tsiakas
Non-synchronous trading and testing for market integration in Central European emerging markets
Journal of Empirical Finance - Tập 13 Số 4-5 - Trang 462-494 - 2006
Peter C. Schotman, Anna Zalewska
Volatility transmission in global financial markets
Journal of Empirical Finance - Tập 32 - Trang 3-18 - 2015
Adam Clements, Stan Hurn, Vladimir Volkov
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