Journal of Empirical Finance, 0927-5398

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Related Publications
  1. The role of technical indicators in exchange rate forecasting

    Panopoulou, E. & Souropanis, I., Sep-2019, In : Journal of Empirical Finance. 53, p. 197-221 25 p.

    Research output: Contribution to journalArticleAcademicpeer-review

  2. Long memory in log-range series: Do structural breaks matter?

    Chatzikonstanti, V. & Venetis, I. A., 2015, In : Journal of Empirical Finance. 33, p. 104-113

    Research output: Contribution to journalArticleAcademicpeer-review

  3. Systemic risk with endogenous loss given default

    IJtsma, P. & Spierdijk, L., Dec-2017, In : Journal of Empirical Finance. 44, p. 145-157 13 p.

    Research output: Contribution to journalArticleAcademicpeer-review

  4. An Empirical Analysis of the Role of the Trading Intensity in Information Dissemination on the NYSE

    Spierdijk, L., 2004, In : Journal of Empirical Finance. 11, p. 163-184

    Research output: Contribution to journalArticleAcademicpeer-review

  5. Does group affiliation increase firm value for diversified groups? New evidence from Indian companies

    Lensink, R. & van der Molen, R., Jun-2010, In : Journal of Empirical Finance. 17, 3, p. 332-344 13 p.

    Research output: Contribution to journalArticleAcademicpeer-review

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