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Economic conditions and portfolio tail risk: A probability-weighted simulation approac
Author: Jiao, Lei; Zhou, Qing (Clara)
Journal: JOURNAL OF EMPIRICAL FINANCE. 2026; Vol. 87, Issue , pp. -. DOI: 10.1016/j.jempfin.2026.101715
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What drives retail investors' overconfidence? The role of information acquisition cost
Author: Li, Gang; Wang, Shuqi; Wei, K. C. John
Journal: JOURNAL OF EMPIRICAL FINANCE. 2026; Vol. 87, Issue , pp. -. DOI: 10.1016/j.jempfin.2026.101709
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Prospect theory and stock price behavior in retail trading boom
Author: Guo, Xu; Wang, Junbo; Wu, Chunchi; Zhong, Xiaoling
Journal: JOURNAL OF EMPIRICAL FINANCE. 2026; Vol. 87, Issue , pp. -. DOI: 10.1016/j.jempfin.2026.101706
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Sparse heterogeneous auto-regressive model for volatility forecastin
Author: Cheng, Mingmian
Journal: JOURNAL OF EMPIRICAL FINANCE. 2026; Vol. 87, Issue , pp. -. DOI: 10.1016/j.jempfin.2026.101708
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Unlocking stability: Corporate site visits and information disclosur
Author: Liu, Zhou; Shi, Lina; Yang, Yaxian; Zhang, Shunming
Journal: JOURNAL OF EMPIRICAL FINANCE. 2026; Vol. 87, Issue , pp. -. DOI: 10.1016/j.jempfin.2026.101689
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Salience theory and cross-sectional corporate bond return
Author: Chen, Xi; Wang, Junbo; Wei, K. C. John; Wu, Chunchi; Zhang, Linti
Journal: JOURNAL OF EMPIRICAL FINANCE. 2026; Vol. 87, Issue , pp. -. DOI: 10.1016/j.jempfin.2026.101692
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Positivity and long-lasting momentu
Author: Chen, Jingjing; Jiang, George J.; Liu, Chenye; Zhu, Dongming
Journal: JOURNAL OF EMPIRICAL FINANCE. 2026; Vol. 87, Issue , pp. -. DOI: 10.1016/j.jempfin.2026.101694
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Measuring daily systemic risk with intraday data: Evidence from foreign exchange marke
Author: Zhou, Yi; Xia, Wenjing; Ye, Wuyi
Journal: JOURNAL OF EMPIRICAL FINANCE. 2026; Vol. 87, Issue , pp. -. DOI: 10.1016/j.jempfin.2026.101693