[分享]2005年Journal of Empirical Finance

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48368.rar (8.08 MB) 本附件包括：

• A comparison of extreme value theory approaches for determining value at risk (1).pdf
• A comparison of extreme value theory approaches for determining value at risk (2).pdf
• A comparison of extreme value theory approaches for determining value at risk (3).pdf
• A comparison of extreme value theory approaches for determining value at risk .pdf
• Equilibrium analysis of volatility clustering .pdf
• European exchange rate volatility dynamics_ an empirical investigation .pdf
• Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach .pdf
• Forecasting asymmetries in aggregate stock market returns_ Evidence from conditional skewness .pdf
• Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements .pdf
• Foreign acquisitions by UK limited companies_ short- and long-run performance .pdf
• Index futures and positive feedback trading_ evidence from major stock exchanges .pdf
• Index futures arbitrage before and after the introduction of sixteenths on the NYSE .pdf
• Internationally cross-listed stock prices during overlapping trading hours_ price discovery and exchange rate effects .pdf
• Measuring tail thickness under GARCH and an application to extreme exchange rate changes .pdf
• Order imbalance and liquidity supply_ Evidence from the bubble burst of Nasdaq stocks .pdf
• Ownership concentration and executive compensation in closely held firms_ Evidence from Hong Kong .pdf
• Price limit performance_ evidence from transactions data and the limit order book .pdf
• Pricing American options when the underlying asset follows GARCH processes .pdf
• Regime shifts in interest rate volatility .pdf
• STAR and ANN models_ forecasting performance on the Spanish ______Ibex-35______ stock index .pdf
• Testing dividend signaling models .pdf
• Testing for contagion_ a conditional correlation analysis .pdf
• Testing forward rate unbiasedness allowing for persistent regressors .pdf
• The econometrics of efficient portfolios .pdf
• The pricing discount for limited liquidity_ evidence from SWX Swiss Exchange and the Nasdaq .pdf
• The relationship between stock returns and inflation_ new evidence from wavelet analysis .pdf
• The relationship between stock returns and volatility in international stock markets .pdf
• Trading volume and contract rollover in futures contracts .pdf
• Winter blues and time variation in the price of risk .pdf
• Yet another look at mutual fund tournaments .pdf

2006-4-14 12:27:00 上传

[分享]2005年Journal of Empirical Finance

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关键词：Empirical Finance Financ Finan Nance 分享 Finance Empirical Journal