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Previous Next 		Contents: Volume 7, Number 3, Summer 2009   [Index by Author] 

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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.

Editorial Back

René Garcia, Eric Ghysels, and Eric Renault
The JFEC Invited Lecture at the 2008 SoFiE Conference
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 197-198; doi:10.1093/jjfinec/nbp008 [Extract] [Full Text] [PDF] [Request Permissions]  

Articles Back

Hiroaki Kaido and Halbert White
Inference on Risk-Neutral Measures for Incomplete Markets
Journal of Financial Econometrics Advance Access published on April 15, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 199-246; doi:10.1093/jjfinec/nbp004 [Abstract] [FREE Full Text] [PDF] [Request Permissions]  

Paskalis Glabadanidis
A Dynamic Asset Pricing Model with Time-Varying Factor and Idiosyncratic Risk
Journal of Financial Econometrics Advance Access published on May 6, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 247-264; doi:10.1093/jjfinec/nbp006 [Abstract] [Full Text] [PDF] [Request Permissions]  

Peter Nyberg and Anders Wilhelmsson
Measuring Event Risk
Journal of Financial Econometrics Advance Access published on March 10, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 265-287; doi:10.1093/jjfinec/nbp003 [Abstract] [Full Text] [PDF] [Request Permissions]  

Anthony Tay, Christopher Ting, Yiu Kuen Tse, and Mitch Warachka
Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading
Journal of Financial Econometrics Advance Access published on May 1, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 288-311; doi:10.1093/jjfinec/nbp005 [Abstract] [Full Text] [PDF] [Request Permissions]  

Nikolay Gospodinov
A New Look at the Forward Premium Puzzle
Journal of Financial Econometrics Advance Access published on February 24, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 312-338; doi:10.1093/jjfinec/nbp002 [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.