Journal of Empirical Finance
Collection
Collection
- ISSN: 09275398
Published by North-Holland
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Volatility clustering in monthly stock returns Article
Journal of Empirical Finance, 10(4), 479-503.September 2003 -
Do Countries or Industries Explain Momentum in Europe? Article
Journal of Empirical Finance, 11(4), 461-481.T.E. Nijman (Theo), L.A.P. Swinkels (Laurens) and M.J.C.M. Verbeek (Marno)
September 2004 -
Index futures arbitrage before and after the introduction of sixteenths on the NYSE Article
Journal of Empirical Finance, 12(3), 353-373.June 2005 -
Portfolio selection with heavy tails Article
Journal of Empirical Finance, 14(3), 383-400.June 2007 -
Increasing correlations or just fat tails? Article
Journal of Empirical Finance, 15(2), 287-309.R.A.J. Campbell-Pownall (Rachel), C.S. Forbes (Catherine), C.G. Koedijk (Kees) and P. Kofman (Paul)
March 2008 -
Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application Article
Journal of Empirical Finance, 16(2), 318-329.March 2009 -
Heavy tails and currency crises Article
Journal of Empirical Finance, 17(2), 241-254.P. Hartmann (Philipp), S. Straetmans and C.G. de Vries (Casper)
March 2010 -
Loss-aversion and household portfolio choice Article
Journal of Empirical Finance, 17(3), 441-459.June 2010