Volume 15; Issue 3

Journal of Empirical Finance

Volume 15; Issue 3

1

Box-Cox stochastic volatility models with heavy-tails and correlated errors

Xibin Zhang, Maxwell L. King

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 764 KB

english, 2008

2

Time-series and cross-sectional excess comovement in stock indexes

Jarl Kallberg, Paolo Pasquariello

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 776 KB

english, 2008

3

Is long memory necessary? An empirical investigation of nonnegative interest rate processes

Jin-Chuan Duan, Kris Jacobs

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 308 KB

english, 2008

4

Are Asian stock markets efficient? Evidence from new multiple variance ratio tests

Jae H. Kim, Abul Shamsuddin

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 679 KB

english, 2008

5

Multiple directorships and corporate diversification

Pornsit Jiraporn, Young Sang Kim, Wallace N. Davidson III

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 235 KB

english, 2008

6

Economic and financial crises and the predictability of U.S. stock returns

Daniel Hartmann, Bernd Kempa, Christian Pierdzioch

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 260 KB

english, 2008

7

A Bayesian view of temporary components in asset prices

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 1.46 MB

english, 2008

8

Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses

Mary M. Bange, Kenneth Khang, Thomas W. Miller Jr.

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 560 KB

english, 2008

9

Underpricing, ownership dispersion, and aftermarket liquidity of IPO stocks

Steven Xiaofan Zheng, Mingsheng Li

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 636 KB

english, 2008

10

Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP

Lukas Menkhoff, Rafael R. Rebitzky

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 350 KB

english, 2008

11

Excess demand and price formation during a Walrasian auction

James Eaves, Michael Melvin, Sandeep Mohapatra

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 302 KB

english, 2008

12

Corruption and valuation of multinational corporations

Christos Pantzalis, Jung Chul Park, Ninon Sutton

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 622 KB

english, 2008

13

Editorial Board

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 399 KB

english, 2008