Journal of Empirical Finance
1993 - 2025
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 76, issue C, 2024
- Enhancing betting against beta with stochastic dominance

- Olga Kolokolova and Xia Xu
- Information in unexpected bonus cuts: Firm performance and CEO firings

- William M. Cready, Zhonglan Dai, Guang Ma and Vikram Nanda
- Does media affect the rival response to acquisition targets?

- Xin Gao, Zhe An, Donghui Li and Weidong Xu
- Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?

- Xiaoyuan Wan
Volume 75, issue C, 2024
- Expensive anomalies

- Deniz Anginer, Sugata Ray, H. Nejat Seyhun and Luqi Xu
- Technological disparity and its impact on market quality

- Kiseo Chung and Seoyoung Kim
- Climate change concerns and mortgage lending

- Tinghua Duan and Frank Weikai Li
- The effect of investor attention on stock price crash risk

- Ting-Hsuan Chen and Kai-Sheng Chen
- Tail risks and private equity performance

- Hrvoje Kurtović and Garen Markarian
- Factor momentum in the Chinese stock market

- Tian Ma, Cunfei Liao and Fuwei Jiang
- International asset pricing with heterogeneous agents: Estimation and inference

- Roméo Tédongap and Jules Tinang
- The effects of banking market structure on corporate cash holdings and the value of cash

- Shengfeng Li, Liang Han and Biao Mi
- Carbon dioxide and asset pricing: Evidence from international stock markets

- Zhuo Chen, Jinyu Liu, Andrea Lu and Libin Tao
- House price bubbles under the COVID-19 pandemic

- Jacob H. Hansen, Stig V. Møller, Thomas Q. Pedersen and Christian M. Schütte
- An adaptive long memory conditional correlation model

- Jonathan Dark
- Horizontal mergers and heterogeneous firm investments: evidence from the United States

- Dongxu Li
Volume 74, issue C, 2023
- Estimation with mixed data frequencies: A bias-correction approach

- Anisha Ghosh and Oliver Linton
- Bond issuance and the funding choices of European banks: The consequences of public debt

- Michela Rancan, Jessica Cariboni, Kevin Keasey and Francesco Vallascas
- Social capital and the pricing of initial public offerings

- Yangyang Chen, Huu Nhan Duong, Abhinav Goyal and Madhu Veeraraghavan
- Intraday VaR: A copula-based approach

- Keli Wang, Xiaoquan Liu and Wuyi Ye
- The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns

- Minhao Leong and Simon Kwok
- Portfolio allocation over the life cycle with multiple late-in-life saving motives

- Minjoon Lee
- Futures contract collateralization and its implications

- Robert Jarrow and Simon S. Kwok
- On the driving forces of real exchange rates: Is the Japanese Yen different?

- Paulo Maio and Ming Zeng
- Term premia and short rate expectations in the euro area

- Andrea Berardi
- International comovement of r∗: A case study of the G7 countries

- Eiji Goto
- Leasing and the allocation efficiency of finance

- Weiwei Hu, Kai Li and Yiming Xu
- Managerial ability and financial statement disaggregation decisions

- Dien Giau Bui, Yehning Chen, Yan-Shing Chen and Chih-Yung Lin
- A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies

- Yuecheng Jia, Yangru Wu, Shu Yan and Yuzheng Liu
- Co-illiquidity management

- Søren Hvidkjær, Massimo Massa and Aleksandra Rzeźnik
- Product competition, political connections, and the costs of high leverage

- Qian Li, Shihao Wang and Victor Song
- Counteroffers and Price Discrimination in Mortgage Lending

- Steven Ongena, Florentina Paraschiv and Endre J. Reite
- Forecasting realized volatility with wavelet decomposition

- Ioannis Souropanis and Andrew Vivian
- The commodity risk premium and neural networks

- Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre and Robert Faff
- Goodhart’s law in China: Bank branching regulation and window dressing

- Di Gong, Harry Huizinga, Tianshi Li and Jigao Zhu
- The role of human capital: Evidence from corporate innovation

- Tong Liu, Yifei Mao and Xuan Tian
- The effect of venture capital backing on innovation in newly public firms

- Serdar Aldatmaz and Ugur Celikyurt
- Stock returns in global value chains: The role of upstreamness and downstreamness

- Nicole Branger, René Marian Flacke, Paul Meyerhof and Steffen Windmüller
- What drives the TIPS–Treasury bond mispricing?

- Jungkyu Ahn and Yongkil Ahn
- Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments

- Lei Ming, Ping Yang and Qianqiu Liu
- A financial modeling approach to industry exchange-traded funds selection

- Thomas Conlon, John Cotter, Illia Kovalenko and Thierry Post
- Option gamma and stock returns

- Amar Soebhag
- Corporate social responsibility and excess perks

- Dan Xi, Yuze Wu, Xue Wang and Zhe Fu
Volume 73, issue C, 2023
- Advisory firm paths to side-by-side management and mutual fund performance pp. 1-21

- Jongwan Bae, Timothy Haight, Xin Kuang and Chengdong Yin
- How price limit affects the market efficiency in a short-sale constrained market? Evidence from a quasi-natural experiment pp. 22-39

- Haiqiang Chen, Ming Gu and Bo Ni
- Foreign institutions, local investors and momentum trading pp. 40-64

- Reza Bradrania and Winston Wu
- Easy money and competitive industries’ booms and busts pp. 65-85

- Longfei Shang, Ji-Chai Lin and Nan Yang
- CEO personality traits and corporate value implication of acquisitions pp. 86-106

- Tom Aabo, Jan Hanousek, Christos Pantzalis and Jung Chul Park
- Herding behavior and systemic risk in global stock markets pp. 107-133

- Iftekhar Hasan, Radu Tunaru and Davide Vioto
- Investor sentiment and global economic conditions pp. 134-152

- Miguel C. Herculano and Eva Lütkebohmert
- Competition and risk taking in local bank markets: Evidence from the business loans segment pp. 153-169

- Chiara Canta, Øivind Nilsen and Simen Ulsaker
- Time-varying Z-score measures for bank insolvency risk: Best practice pp. 170-179

- Vincent Bouvatier, Laetitia Lepetit, Pierre-Nicolas Rehault and Frank Strobel
- Customer–supplier relationships and non-linear financial policy response pp. 180-205

- Kacheng Wong and Longkai Zhao
- Industry regulation and the comovement of stock returns pp. 206-219

- Benjamin Blau, Todd G. Griffith and Ryan J. Whitby
- When “time varying” volatility meets “transaction cost” in portfolio selection pp. 220-237

- W. Qiao, D. Bu, A. Gibberd, Y. Liao, T. Wen and E. Li
- Technology spillover, corporate investment, and stock returns pp. 238-250

- Yen-Ju Hsu and Yanzhi Wang
- Forecasting realized volatility with machine learning: Panel data perspective pp. 251-271

- Haibin Zhu, Lu Bai, Lidan He and Zhi Liu
- Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach pp. 272-292

- Hoang Nguyen and Farrukh Javed
- The money-inflation nexus revisited pp. 293-333

- Leopold Ringwald and Thomas O. Zörner
- Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market pp. 334-348

- Sris Chatterjee, Xian Gu, Iftekhar Hasan and Haitian Lu
- Individual investors’ trading behavior and gender difference in tolerance of sex crimes: Evidence from a natural experiment pp. 349-368

- Huasheng Gao, Zhengkai Liu and Chloe Chunliu Yang
- The effects of economic uncertainty on financial volatility: A comprehensive investigation pp. 369-389

- Chen Tong, Zhuo Huang, Tianyi Wang and Cong Zhang
- Macroeconomic news and price synchronicity pp. 390-412

- Arbab K. Cheema, Arman Eshraghi and Qingwei Wang
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