Volume 15; Issue 2

Journal of Empirical Finance

Volume 15; Issue 2

1

Does intraday technical analysis in the U.S. equity market have value?

Ben R. Marshall, Rochester H. Cahan, Jared M. Cahan

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 200 KB

english, 2008

2

Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 216 KB

english, 2008

3

Estimation of an adaptive stock market model with heterogeneous agents

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 659 KB

english, 2008

4

Simulation-based pricing of convertible bonds

Manuel Ammann, Axel Kind, Christian Wilde

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 487 KB

english, 2008

5

Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004

Christophe Morel, Jérôme Teïletche

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 860 KB

english, 2008

6

Assessing the role of option grants to CEOs: How important is heterogeneity?

Nina Baranchuk, Siddhartha Chib

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 556 KB

english, 2008

7

Noise trading and the price formation process

Henk Berkman, Paul D. Koch

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 268 KB

english, 2008

8

The factor structure of time-varying conditional volume

Eric C. Chang, Joseph W. Cheng, J. Michael Pinegar

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 330 KB

english, 2008

9

Finite sample accuracy and choice of sampling frequency in integrated volatility estimation

Morten Ørregaard Nielsen, Per Frederiksen

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 388 KB

english, 2008

10

Increasing correlations or just fat tails?

Rachel A.J. Campbell, Catherine S. Forbes, Kees G. Koedijk, Paul Kofman

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 762 KB

english, 2008

11

Does risk aversion drive financial crises? Testing the predictive power of empirical indicators

Virginie Coudert, Mathieu Gex

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 406 KB

english, 2008

12

How does owners’ exposure to idiosyncratic risk influence the capital structure of private companies?

Elisabeth Mueller

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 196 KB

english, 2008

13

Contents

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 99 KB

english, 2008

14

Editorial Board

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 16 KB

english, 2008

15

Contents continued

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 97 KB

english, 2008