| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Allen and Gale on risk-taking and competition in banking
|
Grochulski, Borys
|
|
2004
|
|
4 |
p. 236-240
5 p.
|
artikel
|
| 2 |
A multivariate nonparametric test for return and volatility timing
|
Marquering, Wessel
|
|
2004
|
|
4 |
p. 250-260
11 p.
|
artikel
|
| 3 |
A note on generalized distortion risk measures
|
Hürlimann, Werner
|
|
2006
|
|
4 |
p. 267-272
6 p.
|
artikel
|
| 4 |
A sequential pricing framework for corporate securities: The case of rating-trigger step-up/-down bonds
|
Bank, Matthias
|
|
2014
|
|
4 |
p. 437-445
9 p.
|
artikel
|
| 5 |
A sovereign risk index for the Eurozone based on stochastic dominance
|
Agliardi, Elettra
|
|
2014
|
|
4 |
p. 375-384
10 p.
|
artikel
|
| 6 |
Author Index for Volume 2
|
|
|
2005
|
|
4 |
p. 270-
1 p.
|
artikel
|
| 7 |
Author Index for Volume 1
|
|
|
2004
|
|
4 |
p. 261-
1 p.
|
artikel
|
| 8 |
Author Index for Volume 4
|
|
|
2007
|
|
4 |
p. 264-
1 p.
|
artikel
|
| 9 |
Author Index for Volume 3
|
|
|
2006
|
|
4 |
p. 290-
1 p.
|
artikel
|
| 10 |
Author Index for Volume 5
|
|
|
2008
|
|
4 |
p. 246-
1 p.
|
artikel
|
| 11 |
Bayesian range-based estimation of stochastic volatility models
|
Brandt, Michael W.
|
|
2005
|
|
4 |
p. 201-209
9 p.
|
artikel
|
| 12 |
Bias of a Value-at-Risk estimator
|
Bao, Yong
|
|
2004
|
|
4 |
p. 241-249
9 p.
|
artikel
|
| 13 |
Can analysts predict rallies better than crashes?
|
Medovikov, Ivan
|
|
2014
|
|
4 |
p. 319-325
7 p.
|
artikel
|
| 14 |
CAPM option pricing
|
Husmann, Sven
|
|
2011
|
|
4 |
p. 213-219
7 p.
|
artikel
|
| 15 |
Cointegration analysis of the Fed model
|
Koivu, Matti
|
|
2005
|
|
4 |
p. 248-259
12 p.
|
artikel
|
| 16 |
Computing American option prices in the lognormal jump–diffusion framework with a Markov chain
|
Simonato, Jean-Guy
|
|
2011
|
|
4 |
p. 220-226
7 p.
|
artikel
|
| 17 |
Constructing a financial fragility index for emerging countries
|
Sensoy, Ahmet
|
|
2014
|
|
4 |
p. 410-419
10 p.
|
artikel
|
| 18 |
Corporate risk management and dividend signaling theory
|
Dionne, Georges
|
|
2011
|
|
4 |
p. 188-195
8 p.
|
artikel
|
| 19 |
Cover 2/Editorial Board
|
|
|
2010
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 20 |
Cover 2/Editorial Board
|
|
|
2014
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 21 |
Cover 2/Editorial Board
|
|
|
2013
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 22 |
Cover 2/Editorial Board
|
|
|
2009
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 23 |
Cover 2/Editorial Board
|
|
|
2011
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 24 |
Cover 2/Editorial Board
|
|
|
2012
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 25 |
Dividend sensitivity to economic factors, stock valuation, and long-run risk
|
Bergeron, Claude
|
|
2013
|
|
4 |
p. 184-195
12 p.
|
artikel
|
| 26 |
Does the weather affect stock market volatility?
|
Symeonidis, Lazaros
|
|
2010
|
|
4 |
p. 214-223
10 p.
|
artikel
|
| 27 |
Do investors hold that they know? Impact of familiarity bias on investor’s reluctance to realize losses: Experimental approach
|
Bulipopova, Ekaterina
|
|
2014
|
|
4 |
p. 463-469
7 p.
|
artikel
|
| 28 |
Dollar-weighted returns to stock investors: A new look at the evidence
|
Keswani, Aneel
|
|
2008
|
|
4 |
p. 228-235
8 p.
|
artikel
|
| 29 |
Do tax benefits conferred to Sub-S banks affect their deposit or loan rates?
|
Depken II, Craig A.
|
|
2010
|
|
4 |
p. 238-245
8 p.
|
artikel
|
| 30 |
Editorial Board
|
|
|
2005
|
|
4 |
p. CO2-
1 p.
|
artikel
|
| 31 |
Editorial board
|
|
|
2004
|
|
4 |
p. CO2-
1 p.
|
artikel
|
| 32 |
Editorial Board
|
|
|
2007
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 33 |
Editorial Board
|
|
|
2006
|
|
4 |
p. CO2-
1 p.
|
artikel
|
| 34 |
Editorial Board
|
|
|
2008
|
|
4 |
p. IFC-
1 p.
|
artikel
|
| 35 |
Empirical bias in intraday volatility measures
|
Fang, Yan
|
|
2012
|
|
4 |
p. 231-237
7 p.
|
artikel
|
| 36 |
Empirical tests of the float-adjusted return model
|
Zhang, Feng
|
|
2009
|
|
4 |
p. 219-229
11 p.
|
artikel
|
| 37 |
Equity duration and convexity when firms can fail or stagnate
|
Shaffer, Sherrill
|
|
2007
|
|
4 |
p. 233-241
9 p.
|
artikel
|
| 38 |
Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices
|
Kwan, Clarence C.Y.
|
|
2008
|
|
4 |
p. 236-244
9 p.
|
artikel
|
| 39 |
European business cycles and stock return predictability
|
Zhu, Yanjian
|
|
2014
|
|
4 |
p. 446-453
8 p.
|
artikel
|
| 40 |
European monetary integration and persistance of real exchange rates
|
Gadea, Maria Dolores
|
|
2009
|
|
4 |
p. 242-249
8 p.
|
artikel
|
| 41 |
Exchange rates and order flow in the long run
|
Boyer, M. Martin
|
|
2006
|
|
4 |
p. 235-243
9 p.
|
artikel
|
| 42 |
Extreme return–volume dependence in East-Asian stock markets: A copula approach
|
Ning, Cathy
|
|
2009
|
|
4 |
p. 202-209
8 p.
|
artikel
|
| 43 |
Fast approximations of bond option prices under CKLS models
|
Tangman, D.Y.
|
|
2011
|
|
4 |
p. 206-212
7 p.
|
artikel
|
| 44 |
Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis
|
Christodoulakis, George A.
|
|
2005
|
|
4 |
p. 227-233
7 p.
|
artikel
|
| 45 |
GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson S u case
|
Simonato, Jean-Guy
|
|
2012
|
|
4 |
p. 213-219
7 p.
|
artikel
|
| 46 |
Hard assets: The returns on rare diamonds and gems
|
Renneboog, Luc
|
|
2012
|
|
4 |
p. 220-230
11 p.
|
artikel
|
| 47 |
Hedging house price risk with futures contracts after the bubble burst
|
Schorno, Patrick J.
|
|
2014
|
|
4 |
p. 332-340
9 p.
|
artikel
|
| 48 |
Hedging the smirk
|
Bates, David S.
|
|
2005
|
|
4 |
p. 195-200
6 p.
|
artikel
|
| 49 |
Housing prices and the optimal time-on-the-market decision
|
İnaltekin, Hazer
|
|
2011
|
|
4 |
p. 171-179
9 p.
|
artikel
|
| 50 |
Hypothesis testing for diffusion processes with continuous observations: Direct computation of large deviation results for error probabilities
|
Govindaraj, Suresh
|
|
2005
|
|
4 |
p. 234-247
14 p.
|
artikel
|
| 51 |
Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment
|
Avdjiev, Stefan
|
|
2009
|
|
4 |
p. 187-201
15 p.
|
artikel
|
| 52 |
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
|
Onan, Mustafa
|
|
2014
|
|
4 |
p. 454-462
9 p.
|
artikel
|
| 53 |
Informed lending as a deterrent to predation
|
Marquez, Robert
|
|
2010
|
|
4 |
p. 193-201
9 p.
|
artikel
|
| 54 |
Insider rates versus outsider rates in lending
|
Black, Lamont K.
|
|
2011
|
|
4 |
p. 180-187
8 p.
|
artikel
|
| 55 |
Insurance demand and first-order risk increases under ( μ , σ ) -preferences revisited
|
Eichner, Thomas
|
|
2014
|
|
4 |
p. 326-331
6 p.
|
artikel
|
| 56 |
Insured uncovered interest parity
|
Tse, Yiuman
|
|
2013
|
|
4 |
p. 175-183
9 p.
|
artikel
|
| 57 |
Investing in gold: Individual asset risk in the long run
|
Michis, Antonis A.
|
|
2014
|
|
4 |
p. 369-374
6 p.
|
artikel
|
| 58 |
Investment commitment and the valuation of underwriting agreements for rights issues
|
Anjos, Fernando
|
|
2010
|
|
4 |
p. 202-213
12 p.
|
artikel
|
| 59 |
Investment option under CIR interest rates
|
Carmona, Julio
|
|
2007
|
|
4 |
p. 242-253
12 p.
|
artikel
|
| 60 |
Is gold a safe haven against equity market investment in emerging and developing countries?
|
Gürgün, Gözde
|
|
2014
|
|
4 |
p. 341-348
8 p.
|
artikel
|
| 61 |
Keyword Index for Volume 1
|
|
|
2004
|
|
4 |
p. 262-263
2 p.
|
artikel
|
| 62 |
Keyword Index for Volume 2
|
|
|
2005
|
|
4 |
p. 271-272
2 p.
|
artikel
|
| 63 |
Keyword Index for Volume 4
|
|
|
2007
|
|
4 |
p. 265-267
3 p.
|
artikel
|
| 64 |
Keyword Index for Volume 3
|
|
|
2006
|
|
4 |
p. 291-293
3 p.
|
artikel
|
| 65 |
Keyword Index for Volume 5
|
|
|
2008
|
|
4 |
p. 247-248
2 p.
|
artikel
|
| 66 |
Macroeconomic conditions and a firm’s investment decisions
|
Jeon, Haejun
|
|
2014
|
|
4 |
p. 398-409
12 p.
|
artikel
|
| 67 |
Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
|
Bayraktar, Erhan
|
|
2008
|
|
4 |
p. 204-212
9 p.
|
artikel
|
| 68 |
Modeling the leverage effect with copulas and realized volatility
|
Ning, Cathy
|
|
2008
|
|
4 |
p. 221-227
7 p.
|
artikel
|
| 69 |
Nonparametric estimation and testing of stochastic discount factor
|
Fang, Ying
|
|
2011
|
|
4 |
p. 196-205
10 p.
|
artikel
|
| 70 |
On the relation between the market-to-book ratio, growth opportunity, and leverage ratio
|
Chen, Long
|
|
2006
|
|
4 |
p. 253-266
14 p.
|
artikel
|
| 71 |
Operational risk and equity prices
|
Shafer, Michael
|
|
2013
|
|
4 |
p. 157-168
12 p.
|
artikel
|
| 72 |
Optimal investment with fixed financing costs
|
Cummins, Jason G.
|
|
2004
|
|
4 |
p. 226-235
10 p.
|
artikel
|
| 73 |
Optimal portfolio choice for investors with industry-specific labor income risks
|
Tsai, Hui-Ju
|
|
2014
|
|
4 |
p. 429-436
8 p.
|
artikel
|
| 74 |
Overnight information flow and realized volatility forecasting
|
Todorova, Neda
|
|
2014
|
|
4 |
p. 420-428
9 p.
|
artikel
|
| 75 |
Performance hypothesis testing with the Sharpe ratio: The case of hedge funds
|
Auer, Benjamin R.
|
|
2013
|
|
4 |
p. 196-208
13 p.
|
artikel
|
| 76 |
Quadratic term structure models in discrete time
|
Realdon, Marco
|
|
2006
|
|
4 |
p. 277-289
13 p.
|
artikel
|
| 77 |
Reported and secret interventions in the foreign exchange markets
|
Beine, Michel
|
|
2004
|
|
4 |
p. 215-225
11 p.
|
artikel
|
| 78 |
Reviewer Acknowledgment
|
|
|
2007
|
|
4 |
p. 261-263
3 p.
|
artikel
|
| 79 |
Reviewer Acknowledgment
|
|
|
2008
|
|
4 |
p. 245-
1 p.
|
artikel
|
| 80 |
Reward for failure and executive compensation in institutional investors
|
Loyola, Gino
|
|
2014
|
|
4 |
p. 349-361
13 p.
|
artikel
|
| 81 |
Risk-shifting and investment asymmetry
|
Eisdorfer, Assaf
|
|
2010
|
|
4 |
p. 232-237
6 p.
|
artikel
|
| 82 |
Robust general equilibrium under stochastic volatility model
|
Xu, Weidong
|
|
2010
|
|
4 |
p. 224-231
8 p.
|
artikel
|
| 83 |
Sell in May and Go Away: Evidence from China
|
Guo, Biao
|
|
2014
|
|
4 |
p. 362-368
7 p.
|
artikel
|
| 84 |
Solving models with external habit
|
Wachter, Jessica A.
|
|
2005
|
|
4 |
p. 210-226
17 p.
|
artikel
|
| 85 |
Spatial modeling of stock market comovements
|
Fernández-Avilés, Gema
|
|
2012
|
|
4 |
p. 202-212
11 p.
|
artikel
|
| 86 |
S&P 500 implied volatility and monetary policy announcements
|
Chen, En-Te (John)
|
|
2007
|
|
4 |
p. 227-232
6 p.
|
artikel
|
| 87 |
The effect of corporate governance on CEO luck: Evidence from the Institutional Shareholder Services (ISS)
|
Chintrakarn, Pandej
|
|
2013
|
|
4 |
p. 169-174
6 p.
|
artikel
|
| 88 |
The euro area stock market channel: Does one size fit all?
|
Sondermann, David
|
|
2009
|
|
4 |
p. 230-235
6 p.
|
artikel
|
| 89 |
The generality of spurious predictability
|
Cho, Jin-Wan
|
|
2004
|
|
4 |
p. 203-214
12 p.
|
artikel
|
| 90 |
The impact of switching costs on vendor financing
|
Martin Boyer, M.
|
|
2009
|
|
4 |
p. 236-241
6 p.
|
artikel
|
| 91 |
The long-run equity risk premium
|
Graham, John R.
|
|
2005
|
|
4 |
p. 185-194
10 p.
|
artikel
|
| 92 |
The MOSUM of squares test for monitoring variance changes
|
Hsu, Chih-Chiang
|
|
2007
|
|
4 |
p. 254-260
7 p.
|
artikel
|
| 93 |
The price-dividend relationship in inflationary and deflationary regimes
|
Madsen, Jakob B.
|
|
2005
|
|
4 |
p. 260-269
10 p.
|
artikel
|
| 94 |
The real effects of delisting: Evidence from a regression discontinuity design
|
Bakke, Tor-Erik
|
|
2012
|
|
4 |
p. 183-193
11 p.
|
artikel
|
| 95 |
The relationship between expected utility and higher moments for distributions captured by the Gram–Charlier class
|
Christodoulakis, George
|
|
2006
|
|
4 |
p. 273-276
4 p.
|
artikel
|
| 96 |
The relationship between reciprocal currency futures prices
|
Bick, Avi
|
|
2012
|
|
4 |
p. 194-201
8 p.
|
artikel
|
| 97 |
The structure of equity markets across countries: Scarcity and stock valuations
|
Braun, Matías
|
|
2014
|
|
4 |
p. 385-397
13 p.
|
artikel
|
| 98 |
The value of embedded real options: Evidence from consumer automobile lease contracts—A note
|
Gamba, Andrea
|
|
2008
|
|
4 |
p. 213-220
8 p.
|
artikel
|
| 99 |
The value, size, and momentum spread during distressed economic periods
|
Arshanapalli, Bala
|
|
2006
|
|
4 |
p. 244-252
9 p.
|
artikel
|
| 100 |
The zero-lower bound on interest rates: Myth or reality?
|
Jarrow, Robert A.
|
|
2013
|
|
4 |
p. 151-156
6 p.
|
artikel
|
| 101 |
Time series patterns in credit ratings
|
Parnes, Dror
|
|
2007
|
|
4 |
p. 217-226
10 p.
|
artikel
|
| 102 |
Time-series predictability in the disaster model
|
Gourio, François
|
|
2008
|
|
4 |
p. 191-203
13 p.
|
artikel
|
| 103 |
Value or volume strategy?
|
Li, Ming-Yuan Leon
|
|
2009
|
|
4 |
p. 210-218
9 p.
|
artikel
|
| 104 |
Why inexperienced investors do not learn: They do not know their past portfolio performance
|
Glaser, Markus
|
|
2007
|
|
4 |
p. 203-216
14 p.
|
artikel
|
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