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Volume 47
Main
Journal of Empirical Finance
Volume 47
Journal of Empirical Finance
Volume 47
1
A robust and powerful test of abnormal stock returns in long-horizon event studies
Dutta, Anupam
,
Knif, Johan
,
Kolari, James W.
,
Pynnonen, Seppo
Journal:
Journal of Empirical Finance
Year:
2018
Language:
english
File:
PDF, 798 KB
Your tags:
english, 2018
2
Prospect theory and corporate bond returns: An empirical study
Zhong, Xiaoling
,
Wang, Junbo
Journal:
Journal of Empirical Finance
Year:
2018
Language:
english
File:
PDF, 734 KB
Your tags:
english, 2018
3
Oil and the short-term predictability of stock return volatility
Wang, Yudong
,
Wei, Yu
,
Wu, Chongfeng
,
Yin, Libo
Journal:
Journal of Empirical Finance
Year:
2018
Language:
english
File:
PDF, 780 KB
Your tags:
english, 2018
4
Crash risk and risk neutral densities
Chen, Ren-Raw
,
Hsieh, Pei-lin
,
Huang, Jeffrey
Journal:
Journal of Empirical Finance
Year:
2018
Language:
english
File:
PDF, 2.87 MB
Your tags:
english, 2018
5
The decomposition of jump risks in individual stock returns
Xiao, Xiao
,
Zhou, Chen
Journal:
Journal of Empirical Finance
Year:
2018
Language:
english
File:
PDF, 1.99 MB
Your tags:
english, 2018
6
Editorial Board
Journal:
Journal of Empirical Finance
Year:
2018
Language:
english
File:
PDF, 28 KB
Your tags:
english, 2018
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