| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Accuracy of consensus expectations for top-down earnings per share forecasts for two S&P indexes
|
Chung, Richard
|
|
1999
|
|
3 |
p. 233-238
|
artikel
|
| 2 |
Adverse selection and the market for consumer credit
|
Drake, Leigh M.
|
|
1995
|
|
3 |
p. 161-167
|
artikel
|
| 3 |
A multivariate cointegration approach to the determination of reserves and money balances in India
|
Parikh, Ashok
|
|
1997
|
|
3 |
p. 213-221
|
artikel
|
| 4 |
An empirical test of the risk-return relationship on the Taiwan Stock Exchange
|
Huang, Yen-Sheng
|
|
1997
|
|
3 |
p. 229-239
|
artikel
|
| 5 |
An estimation of X-inefficiency in Taiwan's banks
|
Chen, Tser-Yieth
|
|
2001
|
|
3 |
p. 237-242
|
artikel
|
| 6 |
A note on testing the monetary model of the exchange rate
|
Moersch, Mathias
|
|
2001
|
|
3 |
p. 261-268
|
artikel
|
| 7 |
A note on the determinants of foreign bank activity in London between 1980 and 1989
|
Fisher, A.
|
|
1996
|
|
3 |
p. 271-277
|
artikel
|
| 8 |
A note on the stability of relationships between returns from emerging stock markets
|
Sinclair, C. D.
|
|
1997
|
|
3 |
p. 273-280
|
artikel
|
| 9 |
An unbiased variance estimator for overlapping returns
|
Bod, Pauline
|
|
2002
|
|
3 |
p. 155-158
|
artikel
|
| 10 |
A proposal of no cash dividend rule in Japan
|
Nishina, Kazuhiko
|
|
1994
|
|
3 |
p. 181-191
|
artikel
|
| 11 |
A reconsideration of measurements of money left on the table - an analysis of OCS auctions over the period 1954-77
|
Saidi, Reza
|
|
1993
|
|
3 |
p. 231-238
|
artikel
|
| 12 |
Are there psychological barriers in the Dow-Jones index?
|
Ley, Eduardo
|
|
1994
|
|
3 |
p. 217-224
|
artikel
|
| 13 |
A revenue-restricted cost study of 100 large banks
|
Shaffer, Sherrill
|
|
1994
|
|
3 |
p. 193-205
|
artikel
|
| 14 |
A study of production efficiencies of integrated securities firms in Taiwan
|
Wang, K. -L.
|
|
2003
|
|
3 |
p. 159-167
|
artikel
|
| 15 |
Back to the future: an empirical investigation into the validity of stock index models over time
|
Summers, Barbara
|
|
2004
|
|
3 |
p. 209-214
|
artikel
|
| 16 |
Basket recomposition and the market -theoretical ECU interest rate differential
|
Tsoukis, Christopher
|
|
1993
|
|
3 |
p. 205-216
|
artikel
|
| 17 |
Bayesian analysis of the dividend behaviour
|
Huang, Ho-Chuan River
|
|
2001
|
|
3 |
p. 333-339
|
artikel
|
| 18 |
Benefiting from diversity in Middle Eastern stock markets
|
Abumustafa, Naser I.
|
|
2008
|
|
3 |
p. 229-237
|
artikel
|
| 19 |
Betting bias and market equilibrium in racetrack betting
|
Chadha, Sumir
|
|
1996
|
|
3 |
p. 287-292
|
artikel
|
| 20 |
Business cycles and the pre-holiday effect in stock returns
|
Liano, Kartono
|
|
1994
|
|
3 |
p. 171-174
|
artikel
|
| 21 |
Capital asset pricing model on UK securities using ARCH
|
Morelli, David
|
|
2003
|
|
3 |
p. 211-223
|
artikel
|
| 22 |
Capital structure and its determinants in the UK - a decompositional analysis
|
Bevan, Alan A.
|
|
2002
|
|
3 |
p. 159-170
|
artikel
|
| 23 |
Chaos in an emerging capital market? The case of the Athens Stock Exchange
|
Barkoulas, John
|
|
1998
|
|
3 |
p. 231-243
|
artikel
|
| 24 |
Cointegration in interest rate futures trading on the Sydney future exchange
|
Bhar, Ramaprasad
|
|
1996
|
|
3 |
p. 251-257
|
artikel
|
| 25 |
Common long-term and short-term price memory in two Scandinavian stock markets
|
Pynnonen, Seppo
|
|
1998
|
|
3 |
p. 257-265
|
artikel
|
| 26 |
Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates
|
Saltoglu, Burak
|
|
2003
|
|
3 |
p. 169-176
|
artikel
|
| 27 |
Computing sets of expected utility maximizing distributions for common utility functions
|
Thistle, Paul D.
|
|
2001
|
|
3 |
p. 269-277
|
artikel
|
| 28 |
Contagion in emerging markets: the Russian crisis
|
Sojli, Elvira
|
|
2007
|
|
3 |
p. 197-213
|
artikel
|
| 29 |
Cost of capital and Australia's banking investment abroad
|
Moshirian, Fariborz
|
|
1999
|
|
3 |
p. 295-303
|
artikel
|
| 30 |
Credit spreads on government bonds
|
Kan, Kamhon
|
|
1998
|
|
3 |
p. 301-313
|
artikel
|
| 31 |
Cross-autocorrelation in the New Zealand stock market
|
Choi, Daniel F. S.
|
|
2007
|
|
3 |
p. 215-219
|
artikel
|
| 32 |
Cross-border mergers and acquisitions: maximizing the value of the firm
|
Gonzalez, Pedro
|
|
1997
|
|
3 |
p. 295-305
|
artikel
|
| 33 |
Daily weather effects on the returns of Australian stock indices
|
Keef, Stephen P.
|
|
2007
|
|
3 |
p. 173-184
|
artikel
|
| 34 |
Day of the week effect in emerging Asian stock markets: evidence from the GARCH model
|
Choudhry, Taufiq
|
|
2000
|
|
3 |
p. 235-242
|
artikel
|
| 35 |
Deregulation and market efficiency: evidence from the gilt-edged market
|
Steeley, James M.
|
|
1992
|
|
3 |
p. 125-143
|
artikel
|
| 36 |
Does it matter how seigniorage is measured?
|
Honohan, Patrick
|
|
1996
|
|
3 |
p. 293-300
|
artikel
|
| 37 |
Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK
|
Gregoriou, A.
|
|
2004
|
|
3 |
p. 215-220
|
artikel
|
| 38 |
Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH
|
Bologna, Pierluigi
|
|
2002
|
|
3 |
p. 183-192
|
artikel
|
| 39 |
Domestic mergers in the Austrian banking sector: a performance analysis
|
Hahn, Franz R.
|
|
2007
|
|
3 |
p. 185-196
|
artikel
|
| 40 |
Dynamics of the composition of household asset portfolios and the life cycle
|
Ioannides, Yannis M.
|
|
1992
|
|
3 |
p. 145-159
|
artikel
|
| 41 |
Effects of index option introduction on stock index volatility: a procedure for empirical testing based on SSC-GARCH models
|
Becchetti, Leonardo
|
|
2000
|
|
3 |
p. 323-341
|
artikel
|
| 42 |
Efficiency and technical change for Spanish banks
|
Lozano-Vivas, Ana
|
|
1998
|
|
3 |
p. 289-300
|
artikel
|
| 43 |
Emerging stock markets: a more realistic assessment of the gains from diversification
|
Fifield, S. G. M.
|
|
2002
|
|
3 |
p. 213-229
|
artikel
|
| 44 |
Estimating the volatility of stock prices: a comparison of methods that use high and low prices
|
Rogers, L. C. G.
|
|
1994
|
|
3 |
p. 241-247
|
artikel
|
| 45 |
European stock market dependencies when price changes are unusually large
|
Schich, Sebastian
|
|
2004
|
|
3 |
p. 165-177
|
artikel
|
| 46 |
Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
|
Li, Xiao-Ming
|
|
2008
|
|
3 |
p. 213-227
|
artikel
|
| 47 |
Evaluating predictions of change: an application to inflation forecasts
|
Stekler, H. O.
|
|
1991
|
|
3 |
p. 135-137
|
artikel
|
| 48 |
Evidence on the issuer effect in warrant overpricing
|
Loudon, Geoffrey F.
|
|
2006
|
|
3 |
p. 223-232
|
artikel
|
| 49 |
Exchange controls and the transmission of equity market volatility: the case of the UK
|
Chelley-Steeley, P. L.
|
|
2000
|
|
3 |
p. 317-322
|
artikel
|
| 50 |
Exchange rate and interest rate volatility in the European Monetary System: some further results
|
Sarno, Lucio
|
|
1997
|
|
3 |
p. 255-263
|
artikel
|
| 51 |
Exchange rates, country-specific shocks, and gold
|
Dooley, Michael P.
|
|
1995
|
|
3 |
p. 121-129
|
artikel
|
| 52 |
Exchange rate uncertainty, consumption preferences and the currency denomination of external debt
|
Miller, Victoria
|
|
1996
|
|
3 |
p. 199-211
|
artikel
|
| 53 |
Expected returns and economic factors: a GARCH approach
|
Cochran, Steven J.
|
|
1993
|
|
3 |
p. 243-254
|
artikel
|
| 54 |
Expected returns and economic risk in Canadian financial markets
|
Carmichael, B.
|
|
2003
|
|
3 |
p. 177-189
|
artikel
|
| 55 |
Extreme events from the return-volume process: a discretization approach for complexity reduction
|
Buhlmann, Peter
|
|
1998
|
|
3 |
p. 267-278
|
artikel
|
| 56 |
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus
|
Bekiros, Stelios D.
|
|
2008
|
|
3 |
p. 239-254
|
artikel
|
| 57 |
Financial crisis and sectoral diversification of Argentine banks, 1999-2004
|
Bebczuk, Ricardo
|
|
2008
|
|
3 |
p. 199-211
|
artikel
|
| 58 |
Forecasting UK stock prices
|
Jung, Chulho
|
|
1996
|
|
3 |
p. 279-286
|
artikel
|
| 59 |
Forecasting volatility in the New Zealand stock market
|
Yu, Jun
|
|
2002
|
|
3 |
p. 193-202
|
artikel
|
| 60 |
Fractional cointegration of voting and non-voting shares
|
Dittmann, Ingolf
|
|
2001
|
|
3 |
p. 321-332
|
artikel
|
| 61 |
Fundamentals and fads in asset pricing: an empirical investigation
|
Dumas, Edward B.
|
|
1994
|
|
3 |
p. 175-180
|
artikel
|
| 62 |
Further analysis of official and black market exchange rates in Brazil: data transformations and structural changes
|
Yoon, Gawon
|
|
1997
|
|
3 |
p. 317-325
|
artikel
|
| 63 |
Further empirical analysis of the time series properties of financial ratios based on a panel data approach
|
Peel, David A.
|
|
2004
|
|
3 |
p. 155-163
|
artikel
|
| 64 |
GARCH model with cross-sectional volatility: GARCHX models
|
Hwang, Soosung
|
|
2005
|
|
3 |
p. 203-216
|
artikel
|
| 65 |
Generalized method of moments tests of the Black and Scholes model
|
Rindell, Krister
|
|
1994
|
|
3 |
p. 225-231
|
artikel
|
| 66 |
Government deficits and interest rates: an announcement effects approach
|
Hine, Steven C.
|
|
1991
|
|
3 |
p. 149-157
|
artikel
|
| 67 |
Implied option prices from the continuous time CKLS interest rate model: an application to the UK
|
Nowman, K. Ben
|
|
2003
|
|
3 |
p. 191-197
|
artikel
|
| 68 |
Incremental significance of pre-specified macroeconomic factors in testing the arbitrage pricing theory: empirical evidence with Finnish data
|
Martikainen, Teppo
|
|
1991
|
|
3 |
p. 139-147
|
artikel
|
| 69 |
Industrial relatedness, structural factors and bidder returns
|
Limmack, R. J.
|
|
1995
|
|
3 |
p. 179-190
|
artikel
|
| 70 |
Inflation and real stock prices
|
Caporale, Tony
|
|
1997
|
|
3 |
p. 265-266
|
artikel
|
| 71 |
Inflation news in Australia: its effects on exchange rates and interest rates
|
Kim, Suk-Joong
|
|
1996
|
|
3 |
p. 225-231
|
artikel
|
| 72 |
Information transmission around block trades on the Spanish stock exchange
|
Martinez, M. A.
|
|
2005
|
|
3 |
p. 173-186
|
artikel
|
| 73 |
In search of the source of informed trader information in the college football betting market
|
Dare, William H.
|
|
2005
|
|
3 |
p. 143-152
|
artikel
|
| 74 |
Institutional shareholdings and the investment trust discount as an agency cost
|
Prior, M. J.
|
|
1995
|
|
3 |
p. 169-177
|
artikel
|
| 75 |
Interdependence of stock markets: evidence from Europe during the 1920s and 1930s
|
Choudhry, Taufiq
|
|
1996
|
|
3 |
p. 243-249
|
artikel
|
| 76 |
Interest rate risk management with futures for financial intermediaries
|
Doukas, John
|
|
1992
|
|
3 |
p. 179-185
|
artikel
|
| 77 |
International financial contagion: evidence from the Argentine crisis of 2001-2002
|
Boschi, Melisso
|
|
2005
|
|
3 |
p. 153-163
|
artikel
|
| 78 |
Investigating the robustness of tests of the market efficiency hypothesis: contributions from cointegration techniques on the Canadian floating dollar
|
Masih, Abul M. M.
|
|
1995
|
|
3 |
p. 139-150
|
artikel
|
| 79 |
IPO underpricing in Italy
|
Cassia, L.
|
|
2004
|
|
3 |
p. 179-194
|
artikel
|
| 80 |
Loan-loss provisions and bank buffer-stock capital
|
Mckenzie, George
|
|
1996
|
|
3 |
p. 213-223
|
artikel
|
| 81 |
Long- and short-run demand for currency by the non-bank private sector
|
Lim, G. C.
|
|
1991
|
|
3 |
p. 159-163
|
artikel
|
| 82 |
Measuring growth opportunities
|
Danbolt, Jo
|
|
2002
|
|
3 |
p. 203-212
|
artikel
|
| 83 |
Modelling exchange rates: long-run dependence versus conditional heteroscedasticity
|
Hauser, Michael A.
|
|
1994
|
|
3 |
p. 233-239
|
artikel
|
| 84 |
Monetary interdependence between the United States and United Kingdom under alternative exchange rate regimes
|
Chenung, Daniel Wai-Wah
|
|
1991
|
|
3 |
p. 175-184
|
artikel
|
| 85 |
Monetary policy and the velocity of money in Greece: a cointegration approach
|
Karfakis, Costas I.
|
|
1991
|
|
3 |
p. 123-127
|
artikel
|
| 86 |
Monthly and semi-annual seasonality in the Irish equity market 1934-2000
|
Lucey, Brian M.
|
|
2004
|
|
3 |
p. 203-208
|
artikel
|
| 87 |
Multivariate testing of the capital asset pricing model in the Hong Kong stock market
|
Chan, Yue-Cheong
|
|
1997
|
|
3 |
p. 311-316
|
artikel
|
| 88 |
Non-linear dependence? A look at the Treasury Bill futures market
|
Praschnik, J.
|
|
1991
|
|
3 |
p. 165-173
|
artikel
|
| 89 |
Non-linear risk premia
|
Peel, D. A.
|
|
1993
|
|
3 |
p. 201-204
|
artikel
|
| 90 |
Nonsimultaneous prices and the evaluation of managed portfolios in Spain
|
Basarrate, Begona
|
|
1999
|
|
3 |
p. 273-281
|
artikel
|
| 91 |
Official and black market exchange rates in Brazil: a case of the iterated logarithm
|
Bessler, David A.
|
|
1994
|
|
3 |
p. 207-216
|
artikel
|
| 92 |
On the existence of common factors in the arbitrage pricing model: international evidence from US and Scandinavian stock markets
|
Booth, G. Geoffrey
|
|
1993
|
|
3 |
p. 189-200
|
artikel
|
| 93 |
On the interrelationships among real, monetary, and financial variables
|
Darrat, A. F.
|
|
1999
|
|
3 |
p. 289-293
|
artikel
|
| 94 |
Permanent and temporary components of Canadian stock prices
|
Serletis, Apostolos
|
|
1996
|
|
3 |
p. 259-269
|
artikel
|
| 95 |
Portfolio analysis of South American stock markets
|
Shachmurove, Yochanan
|
|
1998
|
|
3 |
p. 315-327
|
artikel
|
| 96 |
Positive feedback trading in emerging capital markets
|
Koutmos, Gregory
|
|
2001
|
|
3 |
p. 291-297
|
artikel
|
| 97 |
Predictability, trends and seasonalities: an empirical analysis of UK investment trust portfolios 1970-1989
|
Fraser, Patricia
|
|
1992
|
|
3 |
p. 161-171
|
artikel
|
| 98 |
Price discovery in strategically-linked markets: the case of the gold-silver spread
|
Adrangi, Bahram
|
|
2000
|
|
3 |
p. 227-234
|
artikel
|
| 99 |
Price transmission dynamics between informationally linked securities
|
Phylaktis, Kate
|
|
2005
|
|
3 |
p. 187-201
|
artikel
|
| 100 |
Productivity growth in the Hellenic banking industry: state versus private banks
|
Noulas, Athanasios G.
|
|
1997
|
|
3 |
p. 223-228
|
artikel
|
| 101 |
Rational speculative bubbles and duration dependence in exchange rates: an analysis of five currencies
|
Jirasakuldech, Benjamas
|
|
2006
|
|
3 |
p. 233-243
|
artikel
|
| 102 |
Reflected glory and failure: international sporting success and the stock market
|
Boyle, Glenn
|
|
2003
|
|
3 |
p. 225-235
|
artikel
|
| 103 |
Risk components and the market model: a pedagogical note
|
Bohren, Oyvind
|
|
1997
|
|
3 |
p. 307-310
|
artikel
|
| 104 |
Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange
|
Spyrou, Spyros
|
|
2007
|
|
3 |
p. 221-235
|
artikel
|
| 105 |
Significance of risk modelling in the term structure of interest rates
|
Halkos, George E.
|
|
2007
|
|
3 |
p. 237-247
|
artikel
|
| 106 |
Skewness in the conditional distribution of daily equity returns
|
Harris, Richard D. F.
|
|
2004
|
|
3 |
p. 195-202
|
artikel
|
| 107 |
Some evidence on the distribution of beta in Hong Kong
|
Lam, Keith S. K.
|
|
1999
|
|
3 |
p. 251-262
|
artikel
|
| 108 |
Some evidence on the interdependence of national stock markets and the gains from international portfolio diversification
|
Byers, J. D.
|
|
1993
|
|
3 |
p. 239-242
|
artikel
|
| 109 |
Source of the Value Line enigma
|
Lacey, Nelson J.
|
|
1992
|
|
3 |
p. 173-178
|
artikel
|
| 110 |
Spreads, information flows and transparency across trading systems
|
Kofman, Paul
|
|
1997
|
|
3 |
p. 281-294
|
artikel
|
| 111 |
Stochastic behaviour of the Athens Stock Exchange: a case of institutional nonsynchronous trading
|
Papachristou, George
|
|
1999
|
|
3 |
p. 239-250
|
artikel
|
| 112 |
Stochastic unit roots modelling of stock price indices
|
Sollis, Robert
|
|
2000
|
|
3 |
p. 311-315
|
artikel
|
| 113 |
Stock market integration and macroeconomic fundamentals: an empirical analysis, 1980-95
|
Dickinson, David G.
|
|
2000
|
|
3 |
p. 261-276
|
artikel
|
| 114 |
Stock return volatility and information: an empirical analysis of Pacific Rim, UK and US equity markets
|
Fraser, Patricia
|
|
1997
|
|
3 |
p. 241-253
|
artikel
|
| 115 |
Stock return volatility in thinly traded markets. An empirical analysis of trading and non-trading processes for individual stocks in the Norwegian thinly traded equity market
|
Solibakke, P. B.
|
|
2000
|
|
3 |
p. 299-310
|
artikel
|
| 116 |
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
|
SEQUEIRA, JOHN M.
|
|
2000
|
|
3 |
p. 277-289
|
artikel
|
| 117 |
The causality between official and parallel exchange rates in developing countries
|
Agenor, Pierre-Richard
|
|
1993
|
|
3 |
p. 255-266
|
artikel
|
| 118 |
The determinants of non-bank financial institution efficiency: a stochastic cost frontier approach
|
Worthington, Andrew C.
|
|
1998
|
|
3 |
p. 279-287
|
artikel
|
| 119 |
The determinants of the Tunisian deposit banks' performance
|
Naceur, Samy Ben
|
|
2001
|
|
3 |
p. 317-319
|
artikel
|
| 120 |
The dividend reinvestment plan puzzle
|
Bierman, Harold
|
|
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