Journal of Empirical Finance
Latest Publications

TOTAL DOCUMENTS

1472

(FIVE YEARS 223)

H-INDEX

87

(FIVE YEARS 6)

Published By Elsevier

0927-5398

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Financial risk-taking, religiosity and denomination heterogeneity

Journal of Empirical Finance ◽

10.1016/j.jempfin.2021.12.005 ◽

2022 ◽

Author(s):

Jian Li

Keyword(s):

Risk Taking ◽

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Cross-border M&As and credit risk: Evidence from the CDS market

Journal of Empirical Finance ◽

10.1016/j.jempfin.2021.12.002 ◽

2021 ◽

Author(s):

Iuliana Ismailescu ◽

Burcin Col

Keyword(s):

Credit Risk ◽

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Caught in the crossfire: How the threat of hedge fund activism affects creditors

Journal of Empirical Finance ◽

10.1016/j.jempfin.2021.08.008 ◽

2021 ◽

Vol 64 ◽

pp. 128-143

Author(s):

Felix Zhiyu Feng ◽

Qiping Xu ◽

Caroline H. Zhu

Keyword(s):

Hedge Fund Activism

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Asymmetric effects of the limit order book on price dynamics

Journal of Empirical Finance ◽

10.1016/j.jempfin.2021.11.002 ◽

2021 ◽

Author(s):

Tolga Cenesizoglu ◽

Georges Dionne ◽

Xiaozhou Zhou

Keyword(s):

Limit Order Book ◽

Price Dynamics ◽

Limit Order ◽

Asymmetric Effects

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Editorial Board

Journal of Empirical Finance ◽

10.1016/s0927-5398(21)00089-x ◽

2021 ◽

Vol 64 ◽

pp. ii

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A toolkit for exploiting contemporaneous stock correlations

Journal of Empirical Finance ◽

10.1016/j.jempfin.2021.11.003 ◽

2021 ◽

Author(s):

Kazuhiro Hiraki ◽

Chuanping Sun

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Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model

Journal of Empirical Finance ◽

10.1016/j.jempfin.2021.12.004 ◽

2021 ◽

Author(s):

M. Ulm ◽

J. Hambuckers

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Stochastic Volatility ◽

Stochastic Volatility Model ◽

Volatility Model ◽

Interest Rate Differentials

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The time-varying bond risk premia in China

Journal of Empirical Finance ◽

10.1016/j.jempfin.2021.11.004 ◽

2021 ◽

Author(s):

Han Zhang ◽

Bin Guo ◽

Lanbiao Liu

Keyword(s):

Risk Premia ◽

Time Varying ◽

Bond Risk Premia ◽

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Reinforcement learning and risk preference in equity linked notes markets

Journal of Empirical Finance ◽

10.1016/j.jempfin.2021.09.004 ◽

2021 ◽

Vol 64 ◽

pp. 224-246

Author(s):

Reo Song ◽

Sungha Jang ◽

Yingdi Wang ◽

Dominique M. Hanssens ◽

Jaebeom Suh

Keyword(s):

Reinforcement Learning ◽

Risk Preference

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Machine learning loss given default for corporate debt

Journal of Empirical Finance ◽

10.1016/j.jempfin.2021.08.009 ◽

2021 ◽

Vol 64 ◽

pp. 144-159

Author(s):

Luke M. Olson ◽

Min Qi ◽

Xiaofei Zhang ◽

Xinlei Zhao

Keyword(s):

Machine Learning ◽

Corporate Debt ◽

Learning Loss ◽

Loss Given Default

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