Volume 33

Journal of Empirical Finance

Volume 33
1

Adverse selection and the presence of informed trading

Chang, Sanders S., Wang, F. Albert
Journal:
Journal of Empirical Finance
Year:
2015
Language:
english
File:
PDF, 406 KB
english, 2015
4

Market sentiment in commodity futures returns

Gao, Lin, Süss, Stephan
Journal:
Journal of Empirical Finance
Year:
2015
Language:
english
File:
PDF, 583 KB
english, 2015
5

The predictive density simulation of the yield curve with a zero lower bound

Kang, Kyu Ho
Journal:
Journal of Empirical Finance
Year:
2015
Language:
english
File:
PDF, 851 KB
english, 2015
6

Modern portfolio management with conditioning information

Chiang, I-Hsuan Ethan
Journal:
Journal of Empirical Finance
Year:
2015
Language:
english
File:
PDF, 610 KB
english, 2015
7

Real term structure forecasts of consumption growth

Argyropoulos, Efthymios, Tzavalis, Elias
Journal:
Journal of Empirical Finance
Year:
2015
Language:
english
File:
PDF, 724 KB
english, 2015
8

Detecting abnormal trading activities in option markets

Chesney, Marc, Crameri, Remo, Mancini, Loriano
Journal:
Journal of Empirical Finance
Year:
2015
Language:
english
File:
PDF, 559 KB
english, 2015
9

Long memory in log-range series: Do structural breaks matter?

Chatzikonstanti, Vasiliki, Venetis, Ioannis A.
Journal:
Journal of Empirical Finance
Year:
2015
Language:
english
File:
PDF, 673 KB
english, 2015
10

Editorial Board

Journal:
Journal of Empirical Finance
Year:
2015
Language:
english
File:
PDF, 31 KB
english, 2015
11

Power transformations of absolute returns and long memory estimation

Dalla, Violetta
Journal:
Journal of Empirical Finance
Year:
2015
Language:
english
File:
PDF, 1.56 MB
english, 2015