| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Acknowledgement
|
|
|
1996
|
|
4 |
p. 389-
1 p.
|
artikel
|
| 2 |
Acknowledgement List of referees
|
|
|
1996
|
|
4 |
p. 419-
1 p.
|
artikel
|
| 3 |
Acknowledgements
|
|
|
1997
|
|
4 |
p. 403-404
2 p.
|
artikel
|
| 4 |
A cross-section test of the present value model
|
Bulkley, George
|
|
1996
|
|
4 |
p. 295-306
12 p.
|
artikel
|
| 5 |
Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis
|
Fang, Yi
|
|
2012
|
|
4 |
p. 528-547
20 p.
|
artikel
|
| 6 |
A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach
|
Li, Ming-Yuan Leon
|
|
2010
|
|
4 |
p. 818-833
16 p.
|
artikel
|
| 7 |
An analysis of nonlinearities in term premiums and forward rates
|
Huang, Roger D.
|
|
1996
|
|
4 |
p. 347-368
22 p.
|
artikel
|
| 8 |
A network perspective of the stock market
|
Tse, Chi K.
|
|
2010
|
|
4 |
p. 659-667
9 p.
|
artikel
|
| 9 |
Announcement
|
|
|
1996
|
|
4 |
p. 391-
1 p.
|
artikel
|
| 10 |
Anomalous security price behavior following management earnings forecasts
|
Liu, Chao-Shin
|
|
1999
|
|
4 |
p. 405-429
25 p.
|
artikel
|
| 11 |
A nonparametric test of market timing
|
Jiang, Wei
|
|
2003
|
|
4 |
p. 399-425
27 p.
|
artikel
|
| 12 |
A note on the returns from minimum variance investing
|
Scherer, Bernd
|
|
2011
|
|
4 |
p. 652-660
9 p.
|
artikel
|
| 13 |
Another look at long memory in common stock returns
|
Hiemstra, Craig
|
|
1997
|
|
4 |
p. 373-401
29 p.
|
artikel
|
| 14 |
Are forecasts of corporate profits rational? A note and further evidence
|
El-Galfy, Ahmed M.
|
|
2004
|
|
4 |
p. 617-626
10 p.
|
artikel
|
| 15 |
Are investment and financing anomalies two sides of the same coin?
|
Sullivan, Michael
|
|
2011
|
|
4 |
p. 616-633
18 p.
|
artikel
|
| 16 |
A semiparametric model for the systematic factors of portfolio credit risk premia
|
Giammarino, Flavia
|
|
2009
|
|
4 |
p. 655-670
16 p.
|
artikel
|
| 17 |
A simple approach to standardized-residuals-based higher-moment tests
|
Chen, Yi-Ting
|
|
2012
|
|
4 |
p. 427-453
27 p.
|
artikel
|
| 18 |
Assessing the compensation for volatility risk implicit in interest rate derivatives
|
Fornari, Fabio
|
|
2010
|
|
4 |
p. 722-743
22 p.
|
artikel
|
| 19 |
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions
|
Beaulieu, Marie-Claude
|
|
2010
|
|
4 |
p. 763-782
20 p.
|
artikel
|
| 20 |
Asset pricing models with errors-in-variables
|
Carmichael, Benoît
|
|
2008
|
|
4 |
p. 778-788
11 p.
|
artikel
|
| 21 |
Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models
|
Dang, Viet Anh
|
|
2012
|
|
4 |
p. 465-482
18 p.
|
artikel
|
| 22 |
Can exchange rate volatility explain persistence in the forward premium?
|
Kellard, Neil
|
|
2008
|
|
4 |
p. 714-728
15 p.
|
artikel
|
| 23 |
Checking for asymmetric default dependence in a credit card portfolio: A copula approach
|
Crook, Jonathan
|
|
2011
|
|
4 |
p. 728-742
15 p.
|
artikel
|
| 24 |
Comovements of earnings, dividends, and stock prices
|
Lee, Bong-Soo
|
|
1996
|
|
4 |
p. 327-346
20 p.
|
artikel
|
| 25 |
Consumption, (dis)aggregate wealth, and asset returns
|
Sousa, Ricardo M.
|
|
2010
|
|
4 |
p. 606-622
17 p.
|
artikel
|
| 26 |
Contents
|
|
|
2005
|
|
4 |
p. CO1-
1 p.
|
artikel
|
| 27 |
Contents
|
|
|
2007
|
|
4 |
p. OFC-
1 p.
|
artikel
|
| 28 |
Contents direct
|
|
|
2005
|
|
4 |
p. CO4-
1 p.
|
artikel
|
| 29 |
Corrigendum to “Investor sentiment and the near-term stock market” [J. Empirical Finance 11 (2004) 1–27]
|
Brown, Gregory W
|
|
2004
|
|
4 |
p. 627-628
2 p.
|
artikel
|
| 30 |
Cross-correlations and cross-bicorrelations in Sterling exchange rates
|
Brooks, Chris
|
|
1999
|
|
4 |
p. 385-404
20 p.
|
artikel
|
| 31 |
Determinants of bid and ask quotes and implications for the cost of trading
|
Zhang, Michael Yuanjie
|
|
2008
|
|
4 |
p. 656-678
23 p.
|
artikel
|
| 32 |
Determinants of board composition in New Zealand: a simultaneous equations approach
|
Prevost, Andrew K.
|
|
2002
|
|
4 |
p. 373-397
25 p.
|
artikel
|
| 33 |
Disturbing extremal behavior of spot rate dynamics
|
Bali, Turan G.
|
|
2003
|
|
4 |
p. 455-477
23 p.
|
artikel
|
| 34 |
Dividends, nonsynchronous prices, and the returns from trading the Dow Jones Industrial Average
|
Day, Theodore E
|
|
2002
|
|
4 |
p. 431-454
24 p.
|
artikel
|
| 35 |
Do countries or industries explain momentum in Europe?
|
Nijman, Theo
|
|
2004
|
|
4 |
p. 461-481
21 p.
|
artikel
|
| 36 |
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
|
Kim, Chang-Jin
|
|
2001
|
|
4 |
p. 403-426
24 p.
|
artikel
|
| 37 |
Does the response of competitors to privatization announcements reflect competitive or industry-wide information effects? International evidence
|
Otchere, Isaac
|
|
2007
|
|
4 |
p. 523-545
23 p.
|
artikel
|
| 38 |
Do investors trade uniformly through time?
|
Johnson, Woodrow T.
|
|
2010
|
|
4 |
p. 645-658
14 p.
|
artikel
|
| 39 |
Editorial Board
|
|
|
2010
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 40 |
Editorial Board
|
|
|
2009
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 41 |
Editorial Board
|
|
|
2002
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 42 |
Editorial Board
|
|
|
2003
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 43 |
Editorial Board
|
|
|
2005
|
|
4 |
p. CO2-
1 p.
|
artikel
|
| 44 |
Editorial Board
|
|
|
2004
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 45 |
Editorial Board
|
|
|
2008
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 46 |
Editorial Board
|
|
|
2007
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 47 |
Editorial Board
|
|
|
2011
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 48 |
Editorial Board
|
|
|
2012
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 49 |
Eliminating look-ahead bias in evaluating persistence in mutual fund performance
|
ter Horst, Jenke R.
|
|
2001
|
|
4 |
p. 345-373
29 p.
|
artikel
|
| 50 |
Euro money market spreads during the 2007–? financial crisis
|
Cassola, Nuno
|
|
2012
|
|
4 |
p. 548-557
10 p.
|
artikel
|
| 51 |
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
|
Asgharian, Hossein
|
|
2005
|
|
4 |
p. 556-575
20 p.
|
artikel
|
| 52 |
Expected returns on value, growth, and HML
|
Rytchkov, Oleg
|
|
2010
|
|
4 |
p. 552-565
14 p.
|
artikel
|
| 53 |
Firm heterogeneity and credit risk diversification
|
Hanson, Samuel G.
|
|
2008
|
|
4 |
p. 583-612
30 p.
|
artikel
|
| 54 |
GMM estimation of the number of latent factors: With application to international stock markets
|
Ahn, Seung C.
|
|
2010
|
|
4 |
p. 783-802
20 p.
|
artikel
|
| 55 |
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
|
Møller, Stig Vinther
|
|
2009
|
|
4 |
p. 525-536
12 p.
|
artikel
|
| 56 |
Hourly index return autocorrelation and conditional volatility in an EAR–GJR-GARCH model with generalized error distribution
|
Chen, Carl R.
|
|
2008
|
|
4 |
p. 789-798
10 p.
|
artikel
|
| 57 |
Human development and cross-border acquisitions
|
Owen, Sian
|
|
2010
|
|
4 |
p. 689-701
13 p.
|
artikel
|
| 58 |
Identifying multiple outliers in heavy-tailed distributions with an application to market crashes
|
Schluter, Christian
|
|
2008
|
|
4 |
p. 700-713
14 p.
|
artikel
|
| 59 |
Improving the statistical power of financial event studies: The inverse variance weighted average-based test
|
da Graça, Tarcisio B.
|
|
2010
|
|
4 |
p. 803-817
15 p.
|
artikel
|
| 60 |
In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982–2008
|
Cai, Lili
|
|
2011
|
|
4 |
p. 743-764
22 p.
|
artikel
|
| 61 |
Index
|
|
|
1996
|
|
4 |
p. 393-394
2 p.
|
artikel
|
| 62 |
Index
|
|
|
1996
|
|
4 |
p. 421-
1 p.
|
artikel
|
| 63 |
Index
|
|
|
1998
|
|
4 |
p. 419-420
2 p.
|
artikel
|
| 64 |
Index
|
|
|
1997
|
|
4 |
p. 405-406
2 p.
|
artikel
|
| 65 |
Indirect robust estimation of the short-term interest rate process
|
Czellar, Veronika
|
|
2007
|
|
4 |
p. 546-563
18 p.
|
artikel
|
| 66 |
Information transmission and causality in the Italian Treasury bond market
|
Scalia, Antonio
|
|
1998
|
|
4 |
p. 361-384
24 p.
|
artikel
|
| 67 |
Institutional ownership and credit spreads: An information asymmetry perspective
|
Wang, Ashley W.
|
|
2009
|
|
4 |
p. 597-612
16 p.
|
artikel
|
| 68 |
International capital asset pricing: Evidence from options
|
Mo, Henry
|
|
2007
|
|
4 |
p. 465-498
34 p.
|
artikel
|
| 69 |
International comovement of stock market returns: A wavelet analysis
|
Rua, António
|
|
2009
|
|
4 |
p. 632-639
8 p.
|
artikel
|
| 70 |
International conditional asset allocation under specification uncertainty
|
Barras, Laurent
|
|
2007
|
|
4 |
p. 443-464
22 p.
|
artikel
|
| 71 |
Introduction to the special issue on behavioral finance
|
De Bondt, Werner
|
|
2004
|
|
4 |
p. 423-427
5 p.
|
artikel
|
| 72 |
Investigation of the costly-arbitrage model of price formation around the ex-dividend day in Norway
|
Dai, Qinglei
|
|
2009
|
|
4 |
p. 582-596
15 p.
|
artikel
|
| 73 |
Is unlevered firm volatility asymmetric?
|
Daouk, Hazem
|
|
2011
|
|
4 |
p. 634-651
18 p.
|
artikel
|
| 74 |
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM
|
Adrian, Tobias
|
|
2009
|
|
4 |
p. 537-556
20 p.
|
artikel
|
| 75 |
Liquidity and conditional portfolio choice: A nonparametric investigation
|
Ghysels, Eric
|
|
2008
|
|
4 |
p. 679-699
21 p.
|
artikel
|
| 76 |
Long term dependence in stock returns
|
Jacobsen, Ben
|
|
1996
|
|
4 |
p. 393-417
25 p.
|
artikel
|
| 77 |
L-performance with an application to hedge funds
|
Darolles, Serge
|
|
2009
|
|
4 |
p. 671-685
15 p.
|
artikel
|
| 78 |
Market efficiency and learning in an artificial stock market: A perspective from Neo-Austrian economics
|
Benink, Harald A.
|
|
2010
|
|
4 |
p. 668-688
21 p.
|
artikel
|
| 79 |
Market stress and herding
|
Hwang, Soosung
|
|
2004
|
|
4 |
p. 585-616
32 p.
|
artikel
|
| 80 |
Mean reversion in Southeast Asian stock markets
|
Malliaropulos, Dimitrios
|
|
1999
|
|
4 |
p. 355-384
30 p.
|
artikel
|
| 81 |
Mean reversion of industry stock returns in the U.S., 1926–1998
|
Gropp, Jeffrey
|
|
2004
|
|
4 |
p. 537-551
15 p.
|
artikel
|
| 82 |
Measuring risk in the mining sector with ARCH models with important observations on sample size
|
McClain, Katherine T.
|
|
1996
|
|
4 |
p. 369-391
23 p.
|
artikel
|
| 83 |
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions
|
Zhu, Dongming
|
|
2011
|
|
4 |
p. 765-778
14 p.
|
artikel
|
| 84 |
Modelling and forecasting liquidity supply using semiparametric factor dynamics
|
Härdle, Wolfgang Karl
|
|
2012
|
|
4 |
p. 610-625
16 p.
|
artikel
|
| 85 |
Modelling and forecasting short-term interest rate volatility: A semiparametric approach
|
Hou, Ai Jun
|
|
2011
|
|
4 |
p. 692-710
19 p.
|
artikel
|
| 86 |
Momentum strategies: some bootstrap tests
|
Karolyi, G.Andrew
|
|
2004
|
|
4 |
p. 509-536
28 p.
|
artikel
|
| 87 |
Multivariate autoregressive modeling of time series count data using copulas
|
Heinen, Andréas
|
|
2007
|
|
4 |
p. 564-583
20 p.
|
artikel
|
| 88 |
Multivariate unit root tests of the PPP hypothesis
|
Flôres, Renato
|
|
1999
|
|
4 |
p. 335-353
19 p.
|
artikel
|
| 89 |
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
|
Gospodinov, Nikolay
|
|
2012
|
|
4 |
p. 595-609
15 p.
|
artikel
|
| 90 |
Official interventions and the forward premium anomaly
|
Mark, Nelson C.
|
|
2007
|
|
4 |
p. 499-522
24 p.
|
artikel
|
| 91 |
Order imbalance and liquidity supply: Evidence from the bubble burst of Nasdaq stocks
|
Li, Mingsheng
|
|
2005
|
|
4 |
p. 533-555
23 p.
|
artikel
|
| 92 |
Outside Back Cover
|
|
|
2007
|
|
4 |
p. OBC-
1 p.
|
artikel
|
| 93 |
Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option market
|
Mahani, Reza S.
|
|
2008
|
|
4 |
p. 635-655
21 p.
|
artikel
|
| 94 |
Ownership concentration and executive compensation in closely held firms: Evidence from Hong Kong
|
Cheung, Yan-Leung
|
|
2005
|
|
4 |
p. 511-532
22 p.
|
artikel
|
| 95 |
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract
|
Lien, Donald
|
|
2002
|
|
4 |
p. 361-371
11 p.
|
artikel
|
| 96 |
Predictability of short-horizon returns in international equity markets
|
Patro, Dilip K.
|
|
2004
|
|
4 |
p. 553-584
32 p.
|
artikel
|
| 97 |
Predicting emerging market currency crashes
|
Kumar, Mohan
|
|
2003
|
|
4 |
p. 427-454
28 p.
|
artikel
|
| 98 |
Predicting the duration and reversal probability of leveraged buyouts
|
Van de Gucht, Linda M.
|
|
1998
|
|
4 |
p. 299-315
17 p.
|
artikel
|
| 99 |
Predicting the equity premium with dividend ratios: Reconciling the evidence
|
Kellard, Neil M.
|
|
2010
|
|
4 |
p. 539-551
13 p.
|
artikel
|
| 100 |
Price discovery in floor and screen trading systems
|
Theissen, Erik
|
|
2002
|
|
4 |
p. 455-474
20 p.
|
artikel
|
| 101 |
Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices
|
Phylaktis, Kate
|
|
2009
|
|
4 |
p. 640-654
15 p.
|
artikel
|
| 102 |
Price dynamics in refined petroleum spot and futures markets
|
Ng, Victor K.
|
|
1996
|
|
4 |
p. 359-388
30 p.
|
artikel
|
| 103 |
Pricing American options when the underlying asset follows GARCH processes
|
Stentoft, Lars
|
|
2005
|
|
4 |
p. 576-611
36 p.
|
artikel
|
| 104 |
Pricing the term structure of inflation risk premia: Theory and evidence from TIPS
|
Chen, Ren-Raw
|
|
2010
|
|
4 |
p. 702-721
20 p.
|
artikel
|
| 105 |
Public information releases, private information arrival and volatility in the foreign exchange market
|
DeGennaro, Ramon P.
|
|
1997
|
|
4 |
p. 295-315
21 p.
|
artikel
|
| 106 |
Publisher's note
|
|
|
2011
|
|
4 |
p. iii-
1 p.
|
artikel
|
| 107 |
Purchasing power parity, unit roots, and dynamic structure
|
Steigerwald, Douglas G.
|
|
1996
|
|
4 |
p. 343-357
15 p.
|
artikel
|
| 108 |
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
|
Clements, Michael P.
|
|
2008
|
|
4 |
p. 729-750
22 p.
|
artikel
|
| 109 |
Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks
|
Korczak, Piotr
|
|
2010
|
|
4 |
p. 566-584
19 p.
|
artikel
|
| 110 |
Return momentum and global portfolio allocations
|
Bange, Mary M.
|
|
2004
|
|
4 |
p. 429-459
31 p.
|
artikel
|
| 111 |
Sampling error and double shrinkage estimation of minimum variance portfolios
|
Candelon, B.
|
|
2012
|
|
4 |
p. 511-527
17 p.
|
artikel
|
| 112 |
Smooth transition patterns in the realized stock–bond correlation
|
Aslanidis, Nektarios
|
|
2012
|
|
4 |
p. 454-464
11 p.
|
artikel
|
| 113 |
Stock market trading activity and returns around milestones
|
Aragon, George O.
|
|
2011
|
|
4 |
p. 570-584
15 p.
|
artikel
|
| 114 |
Stock market volatility and equity returns: Evidence from a two-state Markov-switching model with regressors
|
Liu, Xinyi
|
|
2012
|
|
4 |
p. 483-496
14 p.
|
artikel
|
| 115 |
Stock price and systematic risk effects of discontinuation of corporate R&D programs
|
Saad, Mohsen
|
|
2009
|
|
4 |
p. 568-581
14 p.
|
artikel
|
| 116 |
Structural models of corporate bond pricing with maximum likelihood estimation
|
Li, Ka Leung
|
|
2008
|
|
4 |
p. 751-777
27 p.
|
artikel
|
| 117 |
Style momentum within the S&P-500 index
|
Chen, Hsiu-Lang
|
|
2004
|
|
4 |
p. 483-507
25 p.
|
artikel
|
| 118 |
Taking stock or cashing in? Shareholder style preferences, premiums and the method of payment
|
Burch, Timothy R.
|
|
2012
|
|
4 |
p. 558-582
25 p.
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