Journal of Empirical Finance

Risk changes and external financing activities: Tests of the dynamic trade-off theory of capital structure

Portfolio concentration and mutual fund performance

Investor sentiment, SEO market timing, and stock price performance

Optimal Granularity for Portfolio Choice

Asset Pricing with Extreme Liquidity Risk

Dividend Growth and Return Predictability: A Long-Run Re-Examination of Conventional Wisdom

Financial literacy and household finances: A Bayesian two-part latent variable modeling approach

Why do institutions like corporate social responsibility investments? evidence from horizon heterogeneity

Are Capital Requirements on Small Business Loans Flawed

The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market

Stock returns and real growth: A Bayesian nonparametric approach

Alpha momentum and alpha reversal in country and industry equity indexes

The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market

Range-based DCC models for covariance and value-at-risk forecasting

Do institutional investors still encourage patent-based innovation after the tech bubble period?

Dynamic portfolio allocation with time-varying jump risk

Behavioral Biases of Informed Traders: Evidence from Insider Trading on the 52-Week High

In search of the optimal number of fund subgroups

Balanced predictive regressions

Fundamental strength and short-term return reversal

Cross-sectional return dispersion and currency momentum

Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions

How do disposition effect and anchoring bias interact to impact momentum in stock returns

On the robustness of the principal volatility components

Overconfidence, position size, and the link to performance

Debt specialization and performance of European firms

The Fisher puzzle, real rate anomaly, and Wicksell effect

Fat-finger event and risk-taking behavior

Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices

Daily expectations of returns index

Information uncertainty and the pricing of liquidity

Order price clustering, size clustering, and stock price movements: Evidence from the Taiwan Stock Exchange

Improved method for detecting acquirer fixed effects

Investor Target Prices

A multiple regime extension to the Heston-Nandi GARCH(1,1) model

Decomposing mutual fund alpha into security selection and security weighting

Estimation and model-based combination of causality networks among large US banks and insurance companies

Limits to arbitrage and CDS–bond dynamics around the financial crisis

The role of technical indicators in exchange rate forecasting

Expected and realized returns in conditional asset pricing models: A new testing approach

Frictional Diversification Costs: Evidence from a Panel of Fund of Hedge Fund Holdings

Bond and option prices with permanent shocks

Exponential smoothing of realized portfolio weights

Horizontal Industry Relationships and Return Predictability

Using extracted forward rate term structure information to forecast foreign exchange rates

Perceived information, short interest, and institutional demand

What causes the asymmetric correlation in stock returns