Journal of Empirical Finance

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Investment restrictions and fund performance
Journal of Empirical Finance - Tập 64 - Trang 317-336 - 2021
Jon A. Fulkerson, Xin Hong
Which power variation predicts volatility well?
Journal of Empirical Finance - Tập 16 - Trang 686-700 - 2009
Eric Ghysels, Bumjean Sohn
Evaluating stochastic discount factors from term structure models
Journal of Empirical Finance - Tập 16 - Trang 852-861 - 2009
Heber K. Farnsworth
Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds
Journal of Empirical Finance - Tập 44 - Trang 91-107 - 2017
David Rakowski, Sara E. Shirley, Jeffrey R. Stark
Forecasting the intraday market price of money
Journal of Empirical Finance - Tập 29 - Trang 304-315 - 2014
Andrea Monticini, Francesco Ravazzolo
Expected stock returns, risk premiums and volatilities of economic factors
Journal of Empirical Finance - Tập 5 - Trang 69-97 - 1998
Yuming Li
Do structural breaks in volatility cause spurious volatility transmission?
Journal of Empirical Finance - Tập 55 - Trang 60-82 - 2020
Massimiliano Caporin, Farooq Malik
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract
Journal of Empirical Finance - Tập 9 - Trang 361-371 - 2002
Donald Lien, Yiu Kuen Tse
Correlation risk
Journal of Empirical Finance - Tập 16 - Trang 353-367 - 2009
C.N.V. Krishnan, Ralitsa Petkova, Peter Ritchken
Are forecasts of corporate profits rational? A note and further evidence
Journal of Empirical Finance - Tập 11 - Trang 617-626 - 2004
Ahmed M. El-Galfy, William P. Forbes
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