Journal of Empirical Finance

Editorial Board
pp. CO2-CO2(1)

An exploration of the persistence of UK unit trust performance
pp. 475-493(19)
Authors: Fletcher J.; Forbes D.

Market timing and return prediction under model instability
pp. 495-510(16)
Authors: Pesaran M.H.; Timmermann A.

The dual contributions of information instruments in return models: magnitude and direction predictability
pp. 511-523(13)
Authors: Korkie B.; Sivakumar R.; Turtle H.

Cross-sectional tests of deterministic volatility functions
pp. 525-550(26)
Authors: Brandt M.W.; Wu T.

Estimating daily volatility in financial markets utilizing intraday data
pp. 551-562(12)
Authors: Bollen B.; Inder B.

Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach
pp. 563-588(26)
Authors: Nam K.; Pyun C.S.; Arize A.C.

Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach
pp. 589-603(15)
Authors: Moschini G.; Myers R.J.

Acknowledgement List of referees
pp. 605-605(1)

Author Index Volume 9
pp. 607-608(2)