Volume 17; Issue 7

European Journal of Finance

Volume 17; Issue 7

1

Preferences for skewness: evidence from a binary choice experiment

Brünner, Tobias, Levínský, René, Qiu, Jianying

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 355 KB

english, 2011

2

Information and capital asset pricing

Li, Baibing, Yin, Xiangkang

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 196 KB

english, 2011

3

Estimating stochastic volatility models using integrated nested Laplace approximations

Martino, Sara, Aas, Kjersti, Lindqvist, Ola, Neef, Linda R., Rue, Håvard

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 479 KB

english, 2011

4

Commonality in returns, order flows, and liquidity in the Greek stock market

Dunne, Peter G., Moore, Michael J., Papavassiliou, Vasileios G.

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 100 KB

english, 2011

5

Threshold non-linear dynamics between Hang Seng stock index and futures returns

Chung, Hon-Lun, Chan, Wai-Sum, Batten, Jonathan A.

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 285 KB

english, 2011

6

On the performance of the minimum VaR portfolio

Durand, Robert B., Gould, John, Maller, Ross

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 899 KB

english, 2011

7

A modified Corrado test for assessing abnormal security returns

Ataullah, Ali, Song, Xiaojing, Tippett, Mark

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 128 KB

english, 2011

8

Human capital investment and optimal portfolio choice

Lindset, Snorre, Matsen, Egil

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 230 KB

english, 2011