Volume 36

Journal of Empirical Finance

Volume 36

1

Uncovered interest parity: The long and the short of it

Lothian, James R.

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 276 KB

english, 2016

2

A study of analyst-run mutual funds: The abilities and roles of buy-side analysts

Cici, Gjergji, Rosenfeld, Claire

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 405 KB

english, 2016

3

A test of asymmetric comovement for state-dependent stock returns

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 364 KB

english, 2016

4

Liquidation discount—a novel application of ARFIMA–GARCH

Singh, Ranjodh B., Gould, John, Chan, Felix, Yang, Joey Wenling

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 1.22 MB

english, 2016

5

On the properties of the constrained Hansen–Jagannathan distance

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 708 KB

english, 2016

6

Editorial Board

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 31 KB

english, 2016