Volume 20

Journal of Empirical Finance

Volume 20

1

Liquidity and firm investment: Evidence for Latin America

Muñoz, Francisco

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 307 KB

english, 2013

2

The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts

Varneskov, Rasmus, Voev, Valeri

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 493 KB

english, 2013

3

Aggregational Gaussianity and barely infinite variance in financial returns

Antypas, Antonios, Koundouri, Phoebe, Kourogenis, Nikolaos

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 534 KB

english, 2013

4

A global approach to mutual funds market timing ability

Bodson, Laurent, Cavenaile, Laurent, Sougné, Danielle

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 168 KB

english, 2013

5

The international evidence on discouraged small businesses

Chakravarty, Sugato, Xiang, Meifang

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 363 KB

english, 2013

6

Editorial Board

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 19 KB

english, 2013

7

Another look at the cross-section and time-series of stock returns: 1951 to 2011

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 394 KB

english, 2013

8

What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?

Rangvid, Jesper, Schmeling, Maik, Schrimpf, Andreas

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 655 KB

english, 2013

9

Do strategic alliances in a developing country create firm value? Evidence from Korean firms

Lee, Hyunchul, Cho, Euije, Cheong, Chongcheul, Kim, Jinsu

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 370 KB

english, 2013

10

Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices

Perron, Pierre, Chun, Sungju, Vodounou, Cosme

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 405 KB

english, 2013

11

Two-pass estimation of risk premiums with multicollinear and near-invariant betas

Ahn, Seung C., Perez, M. Fabricio, Gadarowski, Christopher

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 287 KB

english, 2013