Index of /pub/Finanzas/Journals/Journal of Empirical Finance/Vol16_2009/Issue 3/

NameLast modifiedSizeDescription
Parent Directory - 
A-diagnostic-m-test-for-distributional-specification-of-parametric-conditional-heteroscedasticity-models-for-financial-data_Lejeune.pdf06-Feb-2026 16:33618.2KB 
Correlation-risk_Krishnan_2009.pdf06-Feb-2026 16:33974.6KB 
Editorial-Board_[first_author]_2009.pdf06-Feb-2026 16:33395.9KB 
Empirical-evidence-on-jumps-in-the-term-structure-of-the-US-Treasury-Market_Dungey_2009.pdf06-Feb-2026 16:331.1MB 
Estimation-of-default-probabilities-using-incomplete-contracts-data_Santos-Silva_2009.pdf06-Feb-2026 16:33228.4KB 
Herding-and-information-based-trading_Zhou_2009.pdf06-Feb-2026 16:33167.0KB 
Improvement-in-finite-sample-properties-of-the-Hansen-Jagannathan-distance-test_Ren_2009.pdf06-Feb-2026 16:33576.2KB 
Investor-sentiment-and-stock-returns-Some-international-evidence_Schmeling_2009.pdf06-Feb-2026 16:33461.0KB 
Optimal-futures-hedging-under-jump-switching-dynamics_Lee_2009.pdf06-Feb-2026 16:33945.7KB 
Sample-selection-and-event-study-estimation_Ahern_2009.pdf06-Feb-2026 16:33285.3KB 
The-cross-section-of-cashflow-volatility-and-expected-stock-returns_Huang_2009.pdf06-Feb-2026 16:33972.1KB 
Time-varying-Integration-and-International-diversification-strategies_Baele_2009.pdf06-Feb-2026 16:33972.0KB 
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