Conditional Tail-Risk in Cryptocurrency Markets
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2018.11.002
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.08.007
Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.007
Risk changes and external financing activities: Tests of the dynamic trade-off theory of capital structure
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.004
Portfolio concentration and mutual fund performance
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.006
Investor sentiment, SEO market timing, and stock price performance
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.008
Optimal Granularity for Portfolio Choice
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.005
Asset Pricing with Extreme Liquidity Risk
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.09.002
Dividend Growth and Return Predictability: A Long-Run Re-Examination of Conventional Wisdom
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.002
Financial literacy and household finances: A Bayesian two-part latent variable modeling approach
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.02.002
Why do institutions like corporate social responsibility investments? evidence from horizon heterogeneity
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.010
Are Capital Requirements on Small Business Loans Flawed
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.05.001
The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.007
Stock returns and real growth: A Bayesian nonparametric approach
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.06.005
Alpha momentum and alpha reversal in country and industry equity indexes
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.003
The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2018.12.001
Range-based DCC models for covariance and value-at-risk forecasting
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.08.004
Do institutional investors still encourage patent-based innovation after the tech bubble period?
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.02.003
Dynamic portfolio allocation with time-varying jump risk
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.003
Behavioral Biases of Informed Traders: Evidence from Insider Trading on the 52-Week High
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.02.007
In search of the optimal number of fund subgroups
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2018.12.002
Balanced predictive regressions
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.09.001
Fundamental strength and short-term return reversal
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.02.006
Cross-sectional return dispersion and currency momentum
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.002
Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.002
How do disposition effect and anchoring bias interact to impact momentum in stock returns
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.007
On the robustness of the principal volatility components
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.006
Overconfidence, position size, and the link to performance
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.08.001
Debt specialization and performance of European firms
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.008
The Fisher puzzle, real rate anomaly, and Wicksell effect
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.003
Fat-finger event and risk-taking behavior
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.06.004
Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.06.003
Daily expectations of returns index
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.10.004
Information uncertainty and the pricing of liquidity
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.08.005
Order price clustering, size clustering, and stock price movements: Evidence from the Taiwan Stock Exchange
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.005
Improved method for detecting acquirer fixed effects
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2018.12.003
Investor Target Prices
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.009
A multiple regime extension to the Heston-Nandi GARCH(1,1) model
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.05.004
Decomposing mutual fund alpha into security selection and security weighting
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.001
Estimation and model-based combination of causality networks among large US banks and insurance companies
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.08.008
Limits to arbitrage and CDS–bond dynamics around the financial crisis
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.10.003
The role of technical indicators in exchange rate forecasting
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.004
Expected and realized returns in conditional asset pricing models: A new testing approach
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.04.001
Frictional Diversification Costs: Evidence from a Panel of Fund of Hedge Fund Holdings
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.011
Bond and option prices with permanent shocks
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.010
Exponential smoothing of realized portfolio weights
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.006
Horizontal Industry Relationships and Return Predictability
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.08.002
Using extracted forward rate term structure information to forecast foreign exchange rates
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.05.002
Perceived information, short interest, and institutional demand
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.08.006
What causes the asymmetric correlation in stock returns
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.10.001
