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Contents: Vol. 3, No. 4, Fall 2005   [Index by Author]       Other Issues: Previous Next  
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Special Issue on the Analysis of High-Frequency Financial Data and Market Microstructure
 

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To see an article, click its [Full Text] or [PDF] link. To review many abstracts, check the boxes to the left of the titles you want, and click the 'Get All Checked Abstract(s)' button. To see one abstract at a time, click its [Abstract] link.

Articles:Back

Adam Canopius

Journal of Financial Econometrics Advance Access published on August 19, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (4): 447-455; doi:10.1093/jjfinec/nbi029 [Extract] [Full Text] [PDF] [Request Permissions]  

Xin Huang and George Tauchen

Journal of Financial Econometrics Advance Access published on August 12, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (4): 456-499; doi:10.1093/jjfinec/nbi025 [Abstract] [Full Text] [PDF] [Request Permissions]  

John Owens and Douglas G. Steigerwald

Journal of Financial Econometrics Advance Access published on August 12, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (4): 500-524; doi:10.1093/jjfinec/nbi024 [Abstract] [Full Text] [PDF] [Request Permissions]  

Peter Reinhard Hansen and Asger Lunde

Journal of Financial Econometrics Advance Access published on August 26, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (4): 525-554; doi:10.1093/jjfinec/nbi028 [Abstract] [Full Text] [PDF] [Request Permissions]  

Roel C. A. Oomen

Journal of Financial Econometrics Advance Access published on August 26, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (4): 555-577; doi:10.1093/jjfinec/nbi027 [Abstract] [Full Text] [PDF] [Request Permissions]  

Peter Christoffersen and Stefano Mazzotta

Journal of Financial Econometrics Advance Access published on August 5, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (4): 578-605; doi:10.1093/jjfinec/nbi021 [Abstract] [Full Text] [PDF] [Request Permissions]  

Po-Hsuan Hsu and Chung-Ming Kuan

Journal of Financial Econometrics Advance Access published on August 5, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (4): 606-628; doi:10.1093/jjfinec/nbi026 [Abstract] [Full Text] [PDF] [Request Permissions]  

To see an article, click its [Full Text] or [PDF] link. To review many abstracts, check the boxes to the left of the titles you want, and click the 'Get All Checked Abstract(s)' button. To see one abstract at a time, click its [Abstract] link.