search query: @journal_id 1398 / total: 110
references: 9-18 / 110
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9.
Realized volatility in the futures markets
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 321-354
 2003 Thomakos, D. D.
Wang, T.
10.
Stock splits: implications for investor trading costs
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 271-304
 2003 Gray, S. F.
Smith, T.
Whaley, R. E.
11.
Trading activity and stock price volatility: evidence from the London Stock Exchange
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 249-270
 2003 Huang, R. D.
Masulis, R. W.
12.
An exploration of the persistence of UK unit trust performance
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 475-493
 2002 Fletcher, J.
Forbes, D.
13.
Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 589-603
 2002 Moschini, G.C.
Myers, R.J.
14.
Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 563-588
 2002 Nam, K.
Pyun, C.S.
Arize, A.C.
15.
Estimating daily volatility in financial markets utilizing intraday data
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 551-562
 2002 Bollen, B.
Inder, B.
16.
Cross-sectional tests of deterministic volatility functions
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 525-550
 2002 Brandt, M.W.
Wu, T.
17.
The dual contributions of information instruments in return models: magnitude and direction predictability
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 511-523
 2002 Korkie, B.
Sivakumar, R.
Turtle, H.
18.
Market timing and return prediction under model instability
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 495-510
 2002 Pesarana, M.H.
Timmermann, A.
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