Journal of Empirical Finance
1993 - 2022
Current editor(s): R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 66, issue C, 2022
- Isolating momentum crashes pp. 1-22

- Maik Dierkes and Jan Krupski
- The impact of liquidity risk in the Chinese banking system on the global commodity markets pp. 23-50

- Yonghwan Jo, Jihee Kim and Francisco Santos
- Cross-border M&As and credit risk: Evidence from the CDS market pp. 51-73

- Iuliana Ismailescu and Burcin Col
- Financial risk-taking, religiosity and denomination heterogeneity pp. 74-98

- Jian Li
- Development banks and the syndicate structure: Evidence from a world sample pp. 99-120

- Degl’Innocenti, Marta, Marco Frigerio and Si Zhou
- Is idiosyncratic risk priced? The international evidence pp. 121-136

- Paul Brockman, Tao Guo, Maria Gabriela Vivero and Wayne Yu
- Reinsurance demand and liquidity creation: A search for bicausality pp. 137-154

- Denise Desjardins, Georges Dionne and Koné, N’Golo
- The diversification benefits and policy risks of accessing China’s stock market pp. 155-175

- Chenyu Shan, Dragon Yongjun Tang, Sarah Qian Wang and Chang Zhang
- Income, trading, and performance: Evidence from retail investors pp. 176-195

- Dien Giau Bui, Iftekhar Hasan, Chih-Yung Lin and Rui-Xiang Zhai
Volume 65, issue C, 2022
- Non-marketability and one-day selling lockup pp. 1-23

- Jiangze Bian, Tie Su and Jun Wang
- Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition pp. 24-50

- Christopher Adcock, Wolfgang Bessler and Thomas Conlon
- The time-varying bond risk premia in China pp. 51-76

- Han Zhang, Bin Guo and Lanbiao Liu
- Asymmetric effects of the limit order book on price dynamics pp. 77-98

- Tolga Cenesizoglu, Georges Dionne and Xiaozhou Zhou
- A toolkit for exploiting contemporaneous stock correlations pp. 99-124

- Kazuhiro Hiraki and Chuanping Sun
- Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model pp. 125-148

- M. Ulm and J. Hambuckers
Volume 64, issue C, 2021
- City goes dark: Dark trading and adverse selection in aggregate markets pp. 1-22

- Gbenga Ibikunle, Matteo Aquilina, Ivan Diaz-Rainey and Yuxin Sun
- Oil price shocks and the US stock market: A nonlinear approach pp. 23-36

- Inwook Hwang and Jaebeom Kim
- Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data pp. 37-52

- Christian-Oliver Ewald and Yihan Zou
- The price discovery role of day traders in futures market: Evidence from different types of day traders pp. 53-77

- Scott Fung and Shih-Chuan Tsai
- Executive risk-taking and the agency cost of debt pp. 78-94

- Matthew Imes and Ronald Anderson
- The predictive power of Nelson–Siegel factor loadings for the real economy pp. 95-127

- Yang Han, Anqi Jiao and Jun Ma
- Caught in the crossfire: How the threat of hedge fund activism affects creditors pp. 128-143

- Felix Zhiyu Feng, Qiping Xu and Caroline H. Zhu
- Machine learning loss given default for corporate debt pp. 144-159

- Luke M. Olson, Min Qi, Xiaofei Zhang and Xinlei Zhao
- Uncertainty, prospectus content, and the pricing of initial public offerings pp. 160-182

- Nicholas Crain, Robert Parrino and Raji Srinivasan
- To be or not to be all-equity for firms that eliminate long-term debt pp. 183-206

- D’Mello, Ranjan and Mark Gruskin
- On the stability of stablecoins pp. 207-223

- Klaus Grobys, Juha Junttila, James W. Kolari and Niranjan Sapkota
- Reinforcement learning and risk preference in equity linked notes markets pp. 224-246

- Reo Song, Sungha Jang, Yingdi Wang, Dominique M. Hanssens and Jaebeom Suh
- Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution pp. 247-271

- David Rakowski and Ehab Yamani
- Time-dependent lottery preference and the cross-section of stock returns pp. 272-294

- Chaonan Lin, Hong-Yi Chen, Kuan-Cheng Ko and Nien-Tzu Yang
- Diversity and inclusion: Evidence from corporate inventors pp. 295-316

- Chunfang Cao, Xiaohui Li, Xiaoyang Li, Cheng Zeng and Xuan Zhou
- Investment restrictions and fund performance pp. 317-336

- Jon A. Fulkerson and Xin Hong
- Follow the leader: Index tracking with factor models pp. 337-350

- Pan Jiang and M. Fabricio Perez
- Housing market spillovers through the lens of transaction volume: A new spillover index approach pp. 351-378

- Jian Yang, Meng Tong and Ziliang Yu
- Gender and herding pp. 379-400

- Zhigang Zheng, Ke Tang, Yaodong Liu and Jie Michael Guo
Volume 63, issue C, 2021
- Predicting corporate policies using downside risk: A machine learning approach pp. 1-26

- Doron Avramov, Minwen Li and Hao Wang
- Herding behaviour in P2P lending markets pp. 27-41

- Mustafa Caglayan, Oleksandr Talavera and Wei Zhang
- Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies pp. 42-56

- Wenjie Ding, Khelifa Mazouz and Qingwei Wang
- The protective role of saving: Bayesian analysis of British panel data pp. 57-72

- Sarah Brown, Pulak Ghosh, Bhuvanesh Pareek and Karl Taylor
- Smoking hot portfolios? Trading behavior, investment biases, and self-control failure pp. 73-95

- Charline Uhr, Steffen Meyer and Andreas Hackethal
- Household portfolio allocation, uncertainty, and risk pp. 96-117

- Sarah Brown, Daniel Gray, Mark Harris and Christopher Spencer
- Stock price fragility and the cost of bank loans pp. 118-135

- Bill Francis, Iftekhar Hasan, Shen, Yinjie (Victor) and Pengfei Ye
- Risk optimizations on basis portfolios: The role of sorting pp. 136-163

- Boris Fays, Nicolas Papageorgiou and Marie Lambert
- Do leveraged warrants prompt individuals to speculate on stock price reversals? pp. 164-176

- Miklos Farkas and Kata Váradi
- On the role of foreign directors: Evidence from cross-listed firms pp. 177-202

- Chinmoy Ghosh, Fan He and Haoyong Zhou
- Bank stocks, risk factors, and tail behavior pp. 203-229

- Huan Yang, Jun Cai, Lin Huang and Alan J. Marcus
- Trading the foreign exchange market with technical analysis and Bayesian Statistics pp. 230-251

- Arman Hassanniakalager, Georgios Sermpinis and Charalampos Stasinakis
- Forecasting stock returns with large dimensional factor models pp. 252-269

- Alessandro Giovannelli, Daniele Massacci and Stefano Soccorsi
- Media coverage and investment efficiency pp. 270-293

- Xin Gao, Weidong Xu, Donghui Li and Lu Xing
- Exploring risk premium factors for country equity returns pp. 294-322

- Giovanni Calice and Ming-Tsung Lin
- The transformed Gram Charlier distribution: Parametric properties and financial risk applications pp. 323-349

- Ángel León and Trino-Manuel Ñíguez
- Do negative interest rates affect bank risk-taking? pp. 350-364

- Alessio Bongiovanni, Alessio Reghezza, Riccardo Santamaria and Jonathan Williams
- Investor sentiment and stock returns: Global evidence pp. 365-391

- Wenzhao Wang, Chen Su and Darren Duxbury
- Is convexity efficiently priced? Evidence from international swap markets pp. 392-413

- Riccardo Rebonato and Riccardo Ronzani
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