Index of /pub/Finanzas/Journals/Journal of Empirical Finance/Vol17_2010/Issue 1/

NameLast modifiedSizeDescription
Parent Directory - 
Asset-pricing-models-and-economic-risk-premia-A-decomposition_Balduzzi_2010.pdf06-Feb-2026 16:33483.0KB 
Editorial-Board_[first_author]_2010.pdf06-Feb-2026 16:33406.1KB 
Is-there-a-symmetric-nonlinear-causal-relationship-between-large-and-small-firms_Francis_2010.pdf06-Feb-2026 16:33240.7KB 
Modeling-and-forecasting-stock-return-volatility-using-a-random-level-shift-model_Lu_2010.pdf06-Feb-2026 16:331.1MB 
Modeling-the-dynamics-of-inflation-compensation_Jochmann_2010.pdf06-Feb-2026 16:33574.3KB 
Predicting-issuer-credit-ratings-using-a-semiparametric-method_Hwang_2010.pdf06-Feb-2026 16:33504.1KB 
Strategic-trading-in-the-wrong-direction-by-a-large-institutional-insider_Giambona_2010.pdf06-Feb-2026 16:331.4MB 
Technology-prospects-and-the-cross-section-of-stock-returns_Hsu_2010.pdf06-Feb-2026 16:33550.0KB 
Trading-activity,-realized-volatility-and-jumps_Giot_2010.pdf06-Feb-2026 16:33198.6KB 
When-does-the-dividend-price-ratio-predict-stock-returns_Park_2010.pdf06-Feb-2026 16:331.2MB 
`Optimal'-probabilistic-and-directional-predictions-of-financial-returns_Thomakos_2010.pdf06-Feb-2026 16:331.3MB 
Generated by AWS Lambda