Testing densities with financial data: an empirical comparison of the EdgeworthSargan density to the Students t

JOURNAL ARTICLE published June 2000 in The European Journal of Finance

Authors: Ignacio Mauleon | Javier Perote

Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America†

JOURNAL ARTICLE published June 2008 in The European Journal of Finance

Authors: Giulio Cifarelli | Giovanna Paladino

Polynomial adjusted Student-t densities for modeling asset returns

JOURNAL ARTICLE published 13 June 2022 in The European Journal of Finance

Research funded by Spanish Ministry of Economy and Competitiveness (ECO2017-87069-P)

Authors: Ángel León | Trino-Manuel Ñíguez

Validity of discrete-time stochastic volatility models in non-synchronous equity markets

JOURNAL ARTICLE published October 2003 in The European Journal of Finance

Authors: Per Bjarte Solibakke

Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching

JOURNAL ARTICLE published 22 January 2024 in The European Journal of Finance

Authors: Son-Nan Chen | Pao-Peng Hsu | Kuo-Yuan Liang

A dynamic index for managed currencies funds using CME currency contracts

JOURNAL ARTICLE published December 1998 in The European Journal of Finance

Authors: P. Lequeux | E. Acar

Diversification benefits for bond portfolios

JOURNAL ARTICLE published September 2009 in The European Journal of Finance

Authors: Wassim Dbouk | Lawrence Kryzanowski

The Friedman rule and inflation targeting

JOURNAL ARTICLE published 13 November 2016 in The European Journal of Finance

Authors: Qian Guo | Huw Rhys | Xiaojing Song | Mark Tippett

Temporal aggregation, volatility components and volume in high frequency UK bond futures

JOURNAL ARTICLE published March 2002 in The European Journal of Finance

Authors: David G. McMillan | Alan E.H. Speight

Calendar effects and the pricing of risk: the UK evidence

JOURNAL ARTICLE published September 1995 in The European Journal of Finance

Authors: Patricia L. Chelley-Steeley

Beta lives - some statistical perspectives on the capital asset pricing model

JOURNAL ARTICLE published September 1999 in The European Journal of Finance

Authors: C. J. Adcock | E. A. Clark

Improving corporate governance where the State is the controlling block holder: evidence from China

JOURNAL ARTICLE published 2 September 2014 in The European Journal of Finance

Authors: Henk Berkman | Rebel A. Cole | Lawrence J. Fu

How does entrepreneurship influence the efficiency of household portfolios?

JOURNAL ARTICLE published 2 September 2021 in The European Journal of Finance

Authors: Rui Li | Yanhong Qian

The relation between dividends and insider ownership in different legal systems: international evidence

JOURNAL ARTICLE published February 2009 in The European Journal of Finance

Authors: Jorge Farinha | Óscar López-de-Foronda

The value of country-level perceived ethics to entrepreneurs around the world

JOURNAL ARTICLE published April 2012 in The European Journal of Finance

Authors: April Knill

The information content of retail investors’ order flow

JOURNAL ARTICLE published 26 January 2016 in The European Journal of Finance

Authors: Ingmar Nolte | Sandra Nolte

The changing and relative efficiency of European emerging stock markets

JOURNAL ARTICLE published September 2012 in The European Journal of Finance

Authors: Graham Smith

Preface

JOURNAL ARTICLE published December 2002 in The European Journal of Finance

Authors: Chris Adcock

Time-varying factor models for equity portfolio construction

JOURNAL ARTICLE published July 2008 in The European Journal of Finance

Authors: Markus Ebner | Thorsten Neumann

Deviations from Fundamentals in US and EU Stock Markets: A Comparative Analysis

JOURNAL ARTICLE published April 2007 in The European Journal of Finance

Authors: Leonardo Becchetti | Stefania Di Giacomo