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Journal of Empirical Finance

1993 - 2014

Current editor(s): R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

from Elsevier
Series data maintained by Zhang, Lei ().

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Volume 27, issue C, 2014

Private equity alliances in mergers pp. 10-20 Downloads
Tae-Nyun Kim and Darius Palia
Pay inequalities and managerial turnover pp. 21-39 Downloads
Jayant R. Kale, Ebru Reis and Anand Venkateswaran
Gentlemen do not talk about money: Remuneration dispersion and firm performance relationship on British boards pp. 40-57 Downloads
Anna Zalewska
Family control, expropriation, and investor protection: A panel data analysis of Western European corporations pp. 58-74 Downloads
Julio Pindado, Ignacio Requejo and Chabela de la Torre
Excessive financial services CEO pay and financial crisis: Evidence from calibration estimation pp. 75-96 Downloads
Gang Nathan Dong
CEO compensation and future shareholder returns: Evidence from the London Stock Exchange pp. 97-115 Downloads
Nikolaos Balafas and Chris Florackis
Managerial shareholding policies and retention of vested equity incentives pp. 116-129 Downloads
Piotr Korczak and Xicheng Liu
The effect of concentration and regulation on audit fees: An application of panel data techniques pp. 130-144 Downloads
Lawrance Evans and Jeremy Schwartz

Volume 25, issue C, 2014

Measuring and testing for the systemically important financial institutions pp. 1-14 Downloads
Carlos Castro and Stijn Ferrari
Modelling changes in the unconditional variance of long stock return series pp. 15-35 Downloads
Cristina Amado and Timo Teräsvirta
International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares pp. 36-51 Downloads
Yoichi Otsubo
Does the market matter for more than investment? pp. 52-61 Downloads
Jason Smith
Using local Gaussian correlation in a nonlinear re-examination of financial contagion pp. 62-82 Downloads
Bård Støve, Dag Tjøstheim and Karl Ove Hufthammer
Firm opacity and financial market information asymmetry pp. 83-94 Downloads
Rahul Ravi and Youna Hong
Risk-free rate effects on conditional variances and conditional correlations of stock returns pp. 95-111 Downloads
Alessandro Palandri
Pricing of liquidity risks: Evidence from multiple liquidity measures pp. 112-133 Downloads
Soon-Ho Kim and Kuan-Hui Lee
Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market pp. 134-148 Downloads
Ju Xiang and Xiaoneng Zhu

Volume 24, issue C, 2013

Detecting synchronous cycles in financial time series of unequal length pp. 1-9 Downloads
Erhard Reschenhofer and Michaela Lingler
An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC pp. 10-23 Downloads
Thomas W. Miller and David E. Rapach
Linear-price term structure models pp. 24-41 Downloads
C. Gourieroux and Alain Monfort
Valuation of collateralized debt obligations with hierarchical Archimedean copulae pp. 42-62 Downloads
Barbara Choroś-Tomczyk, Wolfgang Karl Härdle and Ostap Okhrin
The development of emerging stock markets and the demand for cross-listing pp. 63-77 Downloads
Adriana Korczak and Piotr Korczak
Autocorrelation and partial price adjustment pp. 78-93 Downloads
Robert M. Anderson, Kyong Shik Eom, Sang Buhm Hahn and Jong-Ho Park
Dividend privileges and the value of voting rights: Evidence from Italy pp. 94-107 Downloads
Marco Bigelli and Ettore Croci
Volatility timing: How best to forecast portfolio exposures pp. 108-115 Downloads
Adam Clements and Annastiina Silvennoinen
Estimating PIN for firms with high levels of trading pp. 116-120 Downloads
David Jackson
Risk spillovers in international equity portfolios pp. 121-137 Downloads
Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo
Bond vs stock market's Q: Testing for stability across frequencies and over time pp. 138-150 Downloads
Marco Gallegati and James B. Ramsey
Are there diversification benefits of increasing noninterest income in the Chinese banking industry? pp. 151-165 Downloads
Li Li and Yu Zhang
Modeling the relationship between European carbon permits and certified emission reductions pp. 166-181 Downloads
Gary Koop and Lise Tole

Volume 22, issue C, 2013

Advertising investments, information asymmetry, and insider gains pp. 1-15 Downloads
Kissan Joseph and M. Babajide Wintoki
Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach pp. 16-29 Downloads
Akay, Ozgur (Ozzy), Zeynep Senyuz and Emre Yoldas
Understanding industry betas pp. 30-51 Downloads
Lieven Baele and Juan M. Londono
Equilibrium exchange rate determination and multiple structural changes pp. 52-66 Downloads
Mario Cerrato, Hyunsok Kim and Ronald MacDonald
Does mortality improvement increase equity risk premiums? A risk perception perspective pp. 67-77 Downloads
Rachel Juiching Huang, Jerry C.Y. Miao and Larry Y. Tzeng
Term structure dynamics with macro-factors using high frequency data pp. 78-93 Downloads
Hwagyun Kim and Hail Park
Long memory and tail dependence in trading volume and volatility pp. 94-112 Downloads
Eduardo Rossi and Paolo Santucci de Magistris
What do the Fama–French factors add to C-CAPM? pp. 113-127 Downloads
Pongrapeeporn Abhakorn, Peter N Smith and Michael R. Wickens
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil pp. 128-139 Downloads
Minqiang Li
On detection of volatility spillovers in overlapping stock markets pp. 140-158 Downloads
Anssi Kohonen
Stakeholder relations and stock returns: On errors in investors' expectations and learning pp. 159-175 Downloads
Arian Borgers, Jeroen Derwall, Kees Koedijk and Jenke ter Horst

Volume 21, issue C, 2013

The issuance of callable bonds under information asymmetry pp. 1-14 Downloads
Seungmook Choi, Mel Jameson and Mookwon Jung
Sovereign default risk premia: Evidence from the default swap market pp. 15-35 Downloads
Gabriele Zinna
No-arbitrage implied volatility functions: Empirical evidence from KOSPI 200 index options pp. 36-53 Downloads
Namhyoung Kim and Jaewook Lee
Does monetary policy determine stock market liquidity? New evidence from the euro zone pp. 54-68 Downloads
Octavio Fernández-Amador, Martin Gächter, Martin Larch and Georg Peter
A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter? pp. 69-85 Downloads
Niklas F Wagner and Elisabeth Winter
Performance, stock selection and market timing of the German equity mutual fund industry pp. 86-101 Downloads
Keith Cuthbertson and Dirk Nitzsche
Credit risk in covered bonds pp. 102-120 Downloads
Marcel Prokopczuk, Jan B. Siewert and Volker Vonhoff
The discretionary effect of CEOs and board chairs on corporate governance structures pp. 121-131 Downloads
Matteo P. Arena and Marcus V. Braga-Alves
On the risk return relationship pp. 132-141 Downloads
Jianxin Wang and Minxian Yang
Are short sellers incrementally informed prior to earnings announcements? pp. 142-155 Downloads
Benjamin McKay Blau and J. Michael Pinegar
What style-timing skills do mutual fund “stars” possess? pp. 156-173 Downloads
Li-Wen Chen, Andrew Adams and Richard Taffler
Stressing correlations and volatilities — A consistent modeling approach pp. 174-194 Downloads
Christoph Becker and Wolfgang M. Schmidt
An examination of the relationship between the disposition effect and gender, age, the traded security, and bull–bear market conditions pp. 195-213 Downloads
Teng Yuan Cheng, Chun Lee and Chao Hsien Lin
Multi-period credit default prediction with time-varying covariates pp. 214-222 Downloads
Walter Orth
Corporate boards' political ideology diversity and firm performance pp. 223-240 Downloads
Incheol Kim, Christos Pantzalis and Jung Chul Park
Ranking of finance journals: Some Google Scholar citation perspectives pp. 241-250 Downloads
Kam C. Chan, Chih-Hsiang Chang and Yuanchen Chang
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