Index of /pub/Finanzas/Journals/Journal of Empirical Finance/Vol11_2004/Issue 2/

NameLast modifiedSizeDescription

Parent Directory - 
An-empirical-analysis-of-the-role-of-the-trading-intensity-in-information-dissemination-on-the-NYSE_Spierdijk_2004.pdf06-Feb-2026 16:33320.6KB 
Editorial-Board_[first_author]_2004.pdf06-Feb-2026 16:334.9KB 
Industry-momentum-strategies-and-autocorrelations-in-stock-returns_Pan_2004.pdf06-Feb-2026 16:33152.9KB 
Kalman-filtering-of-consistent-forward-rate-curves-a-tool-to-estimate-and-model-dynamically-the-term-structure_De-Rossi_2004.pdf06-Feb-2026 16:33604.7KB 
Pre-holiday-effect,-large-trades-and-small-investor-behaviour_Meneu_2004.pdf06-Feb-2026 16:33132.2KB 
Small-levels-of-predictability-and-large-economic-gains_Xu_2004.pdf06-Feb-2026 16:33665.5KB 
Tests-of-return-predictability-an-analysis-of-their-properties-based-on-a-continuous-time-asymptotic-framework_Perron_2004.pdf06-Feb-2026 16:33325.2KB 

Generated by AWS Lambda