Volume 16; Issue 5

Journal of Empirical Finance

Volume 16; Issue 5
1

Central bank interventions and implied exchange rate correlations

Jussi Nikkinen, Sami Vähämaa
Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 308 KB
english, 2009
4

The magnet effect of price limits: A logit approach

Ping-Hung Hsieh, Yong H. Kim, J. Jimmy Yang
Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 158 KB
english, 2009
5

Exact distribution-free tests of mean-variance efficiency

Sermin Gungor, Richard Luger
Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 237 KB
english, 2009
6

Evaluating stochastic discount factors from term structure models

Heber K. Farnsworth
Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 316 KB
english, 2009
8

Price discovery in tick time

Bart Frijns, Peter Schotman
Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 820 KB
english, 2009
9

Jackknifing stock return predictions

Benjamin Chiquoine, Erik Hjalmarsson
Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 231 KB
english, 2009
11

Markov-switching in target stocks during takeover bids

Sergey Gelman, Bernd Wilfling
Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 711 KB
english, 2009
12

Testing the CAPM revisited

Surajit Ray, N.E. Savin, Ashish Tiwari
Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 217 KB
english, 2009
13

Editorial Board

Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 403 KB
english, 2009
14

Acknowledgement to our Reviewers

Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 84 KB
english, 2009