Volume 18; Issue 4

Journal of Empirical Finance

Volume 18; Issue 4

1

The persistent effects of a false news shock

Carlos Carvalho, Nicholas Klagge, Emanuel Moench

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 1.46 MB

english, 2011

2

The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds

William Fung, David A. Hsieh

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 315 KB

english, 2011

3

Modelling and forecasting short-term interest rate volatility: A semiparametric approach

Ai Jun Hou, Sandy Suardi

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 1.16 MB

english, 2011

4

Testing weak form efficiency on the Toronto Stock Exchange

Vitali Alexeev, Francis Tapon

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 1.09 MB

english, 2011

5

Is unlevered firm volatility asymmetric?

Hazem Daouk, David Ng

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 703 KB

english, 2011

6

The economic value of range-based covariance between stock and bond returns with dynamic copulas

Chih-Chiang Wu, Shin-Shun Liang

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 721 KB

english, 2011

7

Checking for asymmetric default dependence in a credit card portfolio: A copula approach

Jonathan Crook, Fernando Moreira

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 324 KB

english, 2011

8

Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions

Dongming Zhu, John W. Galbraith

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 443 KB

english, 2011

9

Are investment and financing anomalies two sides of the same coin?

Michael Sullivan, Andrew (Jianzhong) Zhang

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 430 KB

english, 2011

10

In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982–2008

Lili Cai, Norman R. Swanson

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 659 KB

english, 2011

11

Working for the enemy? The impact of investment banker job changes on deal flow

Daniel Bradley, Hyung-Suk Choi, Jonathan Clarke

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 214 KB

english, 2011

12

Stock market trading activity and returns around milestones

George O. Aragon, Stephan Dieckmann

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 725 KB

english, 2011

13

Publisher's note

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 85 KB

english, 2011

14

A note on the returns from minimum variance investing

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 256 KB

english, 2011

15

Editorial Board

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 19 KB

english, 2011