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Salience theory in price and trading volume: Evidence from China
Author: Sun, Kaisi; Wang, Hui; Zhu, Yifeng
Journal: JOURNAL OF EMPIRICAL FINANCE. 2023; Vol. 70, Issue , pp. 38-61. DOI: 10.1016/j.jempfin.2022.11.005
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Spillover effects in managerial compensation
Author: Kieschnick, Robert; Shi, Wenyun
Journal: JOURNAL OF EMPIRICAL FINANCE. 2023; Vol. 70, Issue , pp. 62-73. DOI: 10.1016/j.jempfin.2022.11.002
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Capital mobility and the long-run return-risk trade-offs of industry portfolios
Author: Chen, Jia; Xu, Xin; Yao, Tong
Journal: JOURNAL OF EMPIRICAL FINANCE. 2023; Vol. 70, Issue , pp. 123-143. DOI: 10.1016/j.jempfin.2022.11.004
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Out-of-sample equity premium prediction: The role of option-implied constraints
Author: Wang, Yunqi; Zhou, Ti
Journal: JOURNAL OF EMPIRICAL FINANCE. 2023; Vol. 70, Issue , pp. 199-226. DOI: 10.1016/j.jempfin.2022.12.004
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Portfolio homogeneity and systemic risk of financial networks
Author: Huang, Yajing; Liu, Taoxiong; Lien, Donald
Journal: JOURNAL OF EMPIRICAL FINANCE. 2023; Vol. 70, Issue , pp. 248-275. DOI: 10.1016/j.jempfin.2022.11.008
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A robust Glasso approach to portfolio selection in high dimensions
Author: Ding, Wenliang; Shu, Lianjie; Gu, Xinhua
Journal: JOURNAL OF EMPIRICAL FINANCE. 2023; Vol. 70, Issue , pp. 22-37. DOI: 10.1016/j.jempfin.2022.11.003
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Option price implied information and REIT returns
Author: Cao, Jie; Han, Bing; Song, Linjia; Zhan, Xintong
Journal: JOURNAL OF EMPIRICAL FINANCE. 2023; Vol. 71, Issue , pp. 13-28. DOI: 10.1016/j.jempfin.2022.12.013
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Coreversal: The booms and busts of arbitrage activities in China
Author: Liu, Xin; Qiu, Zhigang; Shen, Luyao; Zheng, Weinan
Journal: JOURNAL OF EMPIRICAL FINANCE. 2023; Vol. 71, Issue , pp. 51-65. DOI: 10.1016/j.jempfin.2023.01.001
