Volume 17; Issue 1

Journal of Empirical Finance

Volume 17; Issue 1
1

Trading activity, realized volatility and jumps

Pierre Giot, Sébastien Laurent, Mikael Petitjean
Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 199 KB
english, 2010
2

Predicting issuer credit ratings using a semiparametric method

Ruey-Ching Hwang, Huimin Chung, C.K. Chu
Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 504 KB
english, 2010
3

Technology prospects and the cross-section of stock returns

Po-Hsuan Hsu, Dayong Huang
Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 550 KB
english, 2010
4

Modeling the dynamics of inflation compensation

Markus Jochmann, Gary Koop, Simon M. Potter
Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 574 KB
english, 2010
6

Strategic trading in the wrong direction by a large institutional insider

Erasmo Giambona, Joseph Golec
Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 1.43 MB
english, 2010
7

‘Optimal’ probabilistic and directional predictions of financial returns

Dimitrios D. Thomakos, Tao Wang
Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 1.32 MB
english, 2010
8

Asset pricing models and economic risk premia: A decomposition

Pierluigi Balduzzi, Cesare Robotti
Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 483 KB
english, 2010
9

Modeling and forecasting stock return volatility using a random level shift model

Yang K. Lu, Pierre Perron
Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 1.14 MB
english, 2010
10

When does the dividend–price ratio predict stock returns?

Cheolbeom Park
Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 1.21 MB
english, 2010
11

Editorial Board

Journal:
Journal of Empirical Finance
Year:
2010
Language:
english
File:
PDF, 406 KB
english, 2010