Journal of Economics and Finance

Publishes theoretical and empirical articles in the general areas of economics and finance. 

Articles from Vol. 32, No. 1, January

Day Trading and Stock Price Volatility
AbstractWhen an investor buys and sells the same stock on the same day, he is said to have made a day trade. Using the trading records of Finnish traders, this paper examines whether day trading is related to volatility of stock prices. I find a strong...
Duration Dependence in US Business Cycles: An Analysis Using the Modulated Power Law Process
AbstractThe modulated power law process is used to analyze the duration dependence in US business cycles. The model makes less restricting assumptions than traditional models do and measures both the local and global performance of business cycles. The...
Pricing Behavior of Exchange Traded Funds
AbstractWe attempt to determine whether characteristics found to be effective indicators of individual stock price performance are effective indicators of exchange traded fund (ETF) price performance. Specifically, we test the performance of investing...