| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Bayesian analysis of dual trader informativeness in futures markets
|
Chakravarty, Sugato
|
|
2003
|
|
3 |
p. 355-371
17 p.
|
artikel
|
| 2 |
A Bayesian view of temporary components in asset prices
|
Eraker, Bjørn
|
|
2008
|
|
3 |
p. 503-517
15 p.
|
artikel
|
| 3 |
A century of equity premium predictability and the consumption–wealth ratio: An international perspective
|
Della Corte, Pasquale
|
|
2010
|
|
3 |
p. 313-331
19 p.
|
artikel
|
| 4 |
A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
|
Lejeune, Bernard
|
|
2009
|
|
3 |
p. 507-523
17 p.
|
artikel
|
| 5 |
A generalized partially linear model of asymmetric volatility
|
Wu, Guojun
|
|
2002
|
|
3 |
p. 287-319
33 p.
|
artikel
|
| 6 |
An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
|
Marquering, Wessel
|
|
1999
|
|
3 |
p. 243-265
23 p.
|
artikel
|
| 7 |
An empirical investigation of stock market behavior in the Middle East and North Africa
|
Cheng, Ai-Ru
|
|
2010
|
|
3 |
p. 413-427
15 p.
|
artikel
|
| 8 |
A note on the relationship between GARCH and symmetric stable processes
|
Groenendijk, Patrick A.
|
|
1995
|
|
3 |
p. 253-264
12 p.
|
artikel
|
| 9 |
A primer on hedge funds
|
Fung, William
|
|
1999
|
|
3 |
p. 309-331
23 p.
|
artikel
|
| 10 |
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
|
Kim, Jae H.
|
|
2008
|
|
3 |
p. 518-532
15 p.
|
artikel
|
| 11 |
Are IPOs really overpriced?
|
Zheng, Steven X.
|
|
2007
|
|
3 |
p. 287-309
23 p.
|
artikel
|
| 12 |
Asset pricing models with and without consumption data: An empirical evaluation
|
Hardouvelis, Gikas A.
|
|
1996
|
|
3 |
p. 267-301
35 p.
|
artikel
|
| 13 |
A statistical correlation dimension
|
Mayer-Foulkes, David
|
|
1995
|
|
3 |
p. 277-293
17 p.
|
artikel
|
| 14 |
Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?
|
Covrig, Vicentiu
|
|
2002
|
|
3 |
p. 271-285
15 p.
|
artikel
|
| 15 |
Backtesting value-at-risk based on tail losses
|
Wong, Woon K.
|
|
2010
|
|
3 |
p. 526-538
13 p.
|
artikel
|
| 16 |
Bayesian option pricing using asymmetric GARCH models
|
Bauwens, Luc
|
|
2002
|
|
3 |
p. 321-342
22 p.
|
artikel
|
| 17 |
Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses
|
Bange, Mary M.
|
|
2008
|
|
3 |
p. 363-386
24 p.
|
artikel
|
| 18 |
Box-Cox stochastic volatility models with heavy-tails and correlated errors
|
Zhang, Xibin
|
|
2008
|
|
3 |
p. 549-566
18 p.
|
artikel
|
| 19 |
Common influences, spillover and integration in Chinese stock markets
|
Weber, Enzo
|
|
2012
|
|
3 |
p. 382-394
13 p.
|
artikel
|
| 20 |
Consumption and equilibrium asset pricing: An empirical assessment
|
Bonomo, Marco
|
|
1996
|
|
3 |
p. 239-265
27 p.
|
artikel
|
| 21 |
Contents
|
|
|
2006
|
|
3 |
p. CO1-
1 p.
|
artikel
|
| 22 |
Contents
|
|
|
2007
|
|
3 |
p. OFC-
1 p.
|
artikel
|
| 23 |
Contents
|
|
|
2007
|
|
3 |
p. CO4-
1 p.
|
artikel
|
| 24 |
Contents continued
|
|
|
2006
|
|
3 |
p. CO4-
1 p.
|
artikel
|
| 25 |
Correlation risk
|
Krishnan, C.N.V.
|
|
2009
|
|
3 |
p. 353-367
15 p.
|
artikel
|
| 26 |
Corruption and valuation of multinational corporations
|
Pantzalis, Christos
|
|
2008
|
|
3 |
p. 387-417
31 p.
|
artikel
|
| 27 |
Count data models for a credit scoring system
|
Dionne, Georges
|
|
1996
|
|
3 |
p. 303-325
23 p.
|
artikel
|
| 28 |
Does group affiliation increase firm value for diversified groups?
|
Lensink, Robert
|
|
2010
|
|
3 |
p. 332-344
13 p.
|
artikel
|
| 29 |
Do the prices of stock index futures in Asia overreact to U.S. market returns?
|
Fung, Alexander Kwok-Wah
|
|
2010
|
|
3 |
p. 428-440
13 p.
|
artikel
|
| 30 |
Economic and financial crises and the predictability of U.S. stock returns
|
Hartmann, Daniel
|
|
2008
|
|
3 |
p. 468-480
13 p.
|
artikel
|
| 31 |
Editorial Board
|
|
|
2010
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 32 |
Editorial Board
|
|
|
2003
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 33 |
Editorial Board
|
|
|
2006
|
|
3 |
p. CO2-
1 p.
|
artikel
|
| 34 |
Editorial Board
|
|
|
2005
|
|
3 |
p. CO2-
1 p.
|
artikel
|
| 35 |
Editorial Board
|
|
|
2004
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 36 |
Editorial Board
|
|
|
2008
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 37 |
Editorial Board
|
|
|
2007
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 38 |
Editorial Board
|
|
|
2009
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 39 |
Editorial Board
|
|
|
2012
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 40 |
Editorial Board
|
|
|
2011
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 41 |
Empirical evidence on jumps in the term structure of the US Treasury Market
|
Dungey, Mardi
|
|
2009
|
|
3 |
p. 430-445
16 p.
|
artikel
|
| 42 |
Equilibrium analysis of volatility clustering
|
Vanden, Joel M.
|
|
2005
|
|
3 |
p. 374-417
44 p.
|
artikel
|
| 43 |
Equity order flow and exchange rate dynamics
|
Ferreira Filipe, Sara
|
|
2012
|
|
3 |
p. 359-381
23 p.
|
artikel
|
| 44 |
Estimation of default probabilities using incomplete contracts data
|
Santos Silva, J.M.C.
|
|
2009
|
|
3 |
p. 457-465
9 p.
|
artikel
|
| 45 |
Excess demand and price formation during a Walrasian auction
|
Eaves, James
|
|
2008
|
|
3 |
p. 533-548
16 p.
|
artikel
|
| 46 |
Fixed-income fund performance: Role of luck and ability in tail membership
|
Ayadi, Mohamed A.
|
|
2011
|
|
3 |
p. 379-392
14 p.
|
artikel
|
| 47 |
Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements
|
Koopman, Siem Jan
|
|
2005
|
|
3 |
p. 445-475
31 p.
|
artikel
|
| 48 |
Global style momentum
|
Chao, Hsiao-Ying
|
|
2012
|
|
3 |
p. 319-333
15 p.
|
artikel
|
| 49 |
Hedging foreign currency portfolios
|
Gagnon, Louis
|
|
1998
|
|
3 |
p. 197-220
24 p.
|
artikel
|
| 50 |
Herding and information based trading
|
Zhou, Rhea Tingyu
|
|
2009
|
|
3 |
p. 388-393
6 p.
|
artikel
|
| 51 |
House prices and rents: An equilibrium asset pricing approach
|
Ayuso, Juan
|
|
2006
|
|
3 |
p. 371-388
18 p.
|
artikel
|
| 52 |
How arbitrage-free is the Nelson–Siegel model?
|
Coroneo, Laura
|
|
2011
|
|
3 |
p. 393-407
15 p.
|
artikel
|
| 53 |
How much do locals contribute to the price discovery process?
|
Fong, Kingsley
|
|
2003
|
|
3 |
p. 305-320
16 p.
|
artikel
|
| 54 |
Implicit incentives and reputational herding by hedge fund managers
|
Boyson, Nicole M.
|
|
2010
|
|
3 |
p. 283-299
17 p.
|
artikel
|
| 55 |
Improvement in finite sample properties of the Hansen–Jagannathan distance test
|
Ren, Yu
|
|
2009
|
|
3 |
p. 483-506
24 p.
|
artikel
|
| 56 |
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
|
Henker, Thomas
|
|
2005
|
|
3 |
p. 353-373
21 p.
|
artikel
|
| 57 |
Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand
|
Visaltanachoti, Nuttawat
|
|
2011
|
|
3 |
p. 474-487
14 p.
|
artikel
|
| 58 |
Information, speed vs. cost trade-offs, and order routing decisions in U.S. equity markets
|
Garvey, Ryan
|
|
2011
|
|
3 |
p. 408-422
15 p.
|
artikel
|
| 59 |
Instability of return prediction models
|
Paye, Bradley S.
|
|
2006
|
|
3 |
p. 274-315
42 p.
|
artikel
|
| 60 |
International evidence on the stock market and aggregate economic activity
|
Cheung, Yin-Wong
|
|
1998
|
|
3 |
p. 281-296
16 p.
|
artikel
|
| 61 |
Investor sentiment and stock returns: Some international evidence
|
Schmeling, Maik
|
|
2009
|
|
3 |
p. 394-408
15 p.
|
artikel
|
| 62 |
Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP
|
Menkhoff, Lukas
|
|
2008
|
|
3 |
p. 455-467
13 p.
|
artikel
|
| 63 |
Is long memory necessary? An empirical investigation of nonnegative interest rate processes
|
Duan, Jin-Chuan
|
|
2008
|
|
3 |
p. 567-581
15 p.
|
artikel
|
| 64 |
Let's get “real” about using economic data
|
Christoffersen, Peter
|
|
2002
|
|
3 |
p. 343-360
18 p.
|
artikel
|
| 65 |
List of referees
|
|
|
2001
|
|
3 |
p. 343-
1 p.
|
artikel
|
| 66 |
Local bias in venture capital investments
|
Cumming, Douglas
|
|
2010
|
|
3 |
p. 362-380
19 p.
|
artikel
|
| 67 |
Local sports sentiment and returns of locally headquartered stocks: A firm-level analysis
|
Chang, Shao-Chi
|
|
2012
|
|
3 |
p. 309-318
10 p.
|
artikel
|
| 68 |
Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model
|
Christensen, Bent Jesper
|
|
2010
|
|
3 |
p. 460-470
11 p.
|
artikel
|
| 69 |
Loss-aversion and household portfolio choice
|
Dimmock, Stephen G.
|
|
2010
|
|
3 |
p. 441-459
19 p.
|
artikel
|
| 70 |
Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory
|
Antoniou, Antonios
|
|
1998
|
|
3 |
p. 221-240
20 p.
|
artikel
|
| 71 |
Market pricing of executive stock options and implied risk preferences
|
Pirjetä, Antti
|
|
2010
|
|
3 |
p. 394-412
19 p.
|
artikel
|
| 72 |
Markets change every day: Evidence from the memory of trade direction
|
Axioglou, Christos
|
|
2011
|
|
3 |
p. 423-446
24 p.
|
artikel
|
| 73 |
Maximum likelihood estimation of non-affine volatility processes
|
Chourdakis, Kyriakos
|
|
2011
|
|
3 |
p. 533-545
13 p.
|
artikel
|
| 74 |
Measuring financial contagion: A Copula approach
|
Rodriguez, Juan Carlos
|
|
2007
|
|
3 |
p. 401-423
23 p.
|
artikel
|
| 75 |
Modeling structural changes in the volatility process
|
Frijns, Bart
|
|
2011
|
|
3 |
p. 522-532
11 p.
|
artikel
|
| 76 |
Modelling daily Value-at-Risk using realized volatility and ARCH type models
|
Giot, Pierre
|
|
2004
|
|
3 |
p. 379-398
20 p.
|
artikel
|
| 77 |
Multiple directorships and corporate diversification
|
Jiraporn, Pornsit
|
|
2008
|
|
3 |
p. 418-435
18 p.
|
artikel
|
| 78 |
Note from the Editor, Wayne E. Ferson on Shanken, Jay and Mark I. Weinstein, Economic Forces and the Stock Market Revisited, Journal of Empirical Finance 13, Issue 2, 2006, 129–144
|
Ferson, Wayne E.
|
|
2006
|
|
3 |
p. 389-391
3 p.
|
artikel
|
| 79 |
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
|
Granger, Clive W.J.
|
|
2004
|
|
3 |
p. 399-421
23 p.
|
artikel
|
| 80 |
On the determinants of the implied default barrier
|
Dionne, Georges
|
|
2012
|
|
3 |
p. 395-408
14 p.
|
artikel
|
| 81 |
On the hypothesis of psychological barriers in stock markets and Benford's Law
|
De Ceuster, Marc J.K.
|
|
1998
|
|
3 |
p. 263-279
17 p.
|
artikel
|
| 82 |
Optimal futures hedging under jump switching dynamics
|
Lee, Hsiang-Tai
|
|
2009
|
|
3 |
p. 446-456
11 p.
|
artikel
|
| 83 |
Outside Back Cover
|
|
|
2005
|
|
3 |
p. CO4-
1 p.
|
artikel
|
| 84 |
Outside Front Cover
|
|
|
2005
|
|
3 |
p. CO1-
1 p.
|
artikel
|
| 85 |
Overreaction of index futures in Hong Kong
|
Kwok-Wah Fung, Alexander
|
|
2004
|
|
3 |
p. 331-351
21 p.
|
artikel
|
| 86 |
Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing
|
Ekholm, Anders G.
|
|
2012
|
|
3 |
p. 349-358
10 p.
|
artikel
|
| 87 |
Portfolio selection with heavy tails
|
Hyung, Namwon
|
|
2007
|
|
3 |
p. 383-400
18 p.
|
artikel
|
| 88 |
Predictive regression with order-p autoregressive predictors
|
Amihud, Yakov
|
|
2010
|
|
3 |
p. 513-525
13 p.
|
artikel
|
| 89 |
Propensity score matching and abnormal performance after seasoned equity offerings
|
Li, Xianghong
|
|
2006
|
|
3 |
p. 351-370
20 p.
|
artikel
|
| 90 |
Race to the center: competition for the Nikkei 225 futures trade
|
Ito, Takatoshi
|
|
2001
|
|
3 |
p. 219-242
24 p.
|
artikel
|
| 91 |
Ranking mutual funds using unconventional utility theory and stochastic dominance
|
Vinod, H.D.
|
|
2004
|
|
3 |
p. 353-377
25 p.
|
artikel
|
| 92 |
Real interest rates and shifts in macroeconomic volatility
|
Koedijk, Kees
|
|
1998
|
|
3 |
p. 241-261
21 p.
|
artikel
|
| 93 |
Realized volatility in the futures markets
|
Thomakos, Dimitrios D.
|
|
2003
|
|
3 |
p. 321-353
33 p.
|
artikel
|
| 94 |
Regime shifts in interest rate volatility
|
Sun, Licheng
|
|
2005
|
|
3 |
p. 418-434
17 p.
|
artikel
|
| 95 |
Regime-switching stochastic volatility and short-term interest rates
|
Kalimipalli, Madhu
|
|
2004
|
|
3 |
p. 309-329
21 p.
|
artikel
|
| 96 |
Residual momentum
|
Blitz, David
|
|
2011
|
|
3 |
p. 506-521
16 p.
|
artikel
|
| 97 |
Robust GMM analysis of models for the short rate process
|
Dell'Aquila, Rosario
|
|
2003
|
|
3 |
p. 373-397
25 p.
|
artikel
|
| 98 |
Sample selection and event study estimation
|
Ahern, Kenneth R.
|
|
2009
|
|
3 |
p. 466-482
17 p.
|
artikel
|
| 99 |
Sources of contrarian profits in the Japanese stock market
|
Chou, Pin-Huang
|
|
2007
|
|
3 |
p. 261-286
26 p.
|
artikel
|
| 100 |
Specification and estimation of discrete time quadratic stochastic volatility models
|
Kawakatsu, Hiroyuki
|
|
2007
|
|
3 |
p. 424-442
19 p.
|
artikel
|
| 101 |
Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?
|
Anderson, Keith
|
|
2010
|
|
3 |
p. 345-361
17 p.
|
artikel
|
| 102 |
STAR and ANN models: forecasting performance on the Spanish “Ibex-35” stock index
|
Pérez-Rodríguez, Jorge V.
|
|
2005
|
|
3 |
p. 490-509
20 p.
|
artikel
|
| 103 |
Stock market development and internationalization: Do economic fundamentals spur both similarly?
|
Claessens, Stijn
|
|
2006
|
|
3 |
p. 316-350
35 p.
|
artikel
|
| 104 |
Stock market momentum, business conditions, and GARCH option pricing models
|
Chiang, Min-Hsien
|
|
2011
|
|
3 |
p. 488-505
18 p.
|
artikel
|
| 105 |
Stock splits: implications for investor trading costs
|
Gray, Stephen F.
|
|
2003
|
|
3 |
p. 271-303
33 p.
|
artikel
|
| 106 |
Structural change and time dependence in models of stock returns
|
Kim, Dongcheol
|
|
1999
|
|
3 |
p. 283-308
26 p.
|
artikel
|
| 107 |
Takeover risk and the correlation between stocks and bonds
|
Bhanot, Karan
|
|
2010
|
|
3 |
p. 381-393
13 p.
|
artikel
|
| 108 |
Testing and comparing Value-at-Risk measures
|
Christoffersen, Peter
|
|
2001
|
|
3 |
p. 325-342
18 p.
|
artikel
|
| 109 |
Testing for a time-varying risk premium in the returns to U.S. farmland
|
Hanson, Steven D.
|
|
1995
|
|
3 |
p. 265-276
12 p.
|
artikel
|
| 110 |
Testing for contagion: a conditional correlation analysis
|
Caporale, Guglielmo Maria
|
|
2005
|
|
3 |
p. 476-489
14 p.
|
artikel
|
| 111 |
Testing for continuous-time models of the short-term interest rate
|
Broze, Laurence
|
|
1995
|
|
3 |
p. 199-223
25 p.
|
artikel
|
| 112 |
Testing multi-beta asset pricing models
|
Velu, Raja
|
|
1999
|
|
3 |
p. 219-241
23 p.
|
artikel
|
| 113 |
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias
|
Hsu, Po-Hsuan
|
|
2010
|
|
3 |
p. 471-484
14 p.
|
artikel
|
| 114 |
The behaviour of some UK equity indices: An application of Hurst and BDS tests 1 A previous version of this paper was titled `Fractal Analysis of Financial Times Stock Exchange Equity Indices' which has been changed on the suggestion of an anonymous referee. 1
|
Opong, Kwaku K.
|
|
1999
|
|
3 |
p. 267-282
16 p.
|
artikel
|
| 115 |
The cross section of cashflow volatility and expected stock returns
|
Huang, Alan Guoming
|
|
2009
|
|
3 |
p. 409-429
21 p.
|
artikel
|
| 116 |
The cross-section of dynamics in idiosyncratic risk
|
Vozlyublennaia, Nadia
|
|
2011
|
|
3 |
p. 461-473
13 p.
|
artikel
|
| 117 |
The Danish stock and bond markets: comovement, return predictability and variance decomposition
|
Engsted, Tom
|
|
2001
|
|
3 |
p. 243-271
29 p.
|
artikel
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