Journal of Empirical Finance
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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

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

2021 ◽  
Vol 64 ◽  
pp. 128-143
Author(s):  
Felix Zhiyu Feng ◽  
Qiping Xu ◽  
Caroline H. Zhu
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Activism

scholarly journals Asymmetric effects of the limit order book on price dynamics

2021 ◽  
Author(s):  
Tolga Cenesizoglu ◽  
Georges Dionne ◽  
Xiaozhou Zhou
Keyword(s):  
Limit Order Book ◽  
Order Book ◽  
Price Dynamics ◽  
Limit Order ◽  
Asymmetric Effects

The time-varying bond risk premia in China

2021 ◽  
Author(s):  
Han Zhang ◽  
Bin Guo ◽  
Lanbiao Liu
Keyword(s):  
Risk Premia ◽  
Time Varying ◽  
Bond Risk Premia ◽  
Bond Risk

Reinforcement learning and risk preference in equity linked notes markets

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

Isolating momentum crashes

2021 ◽  
Author(s):  
Maik Dierkes ◽  
Jan Krupski
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