| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Bayesian analysis of stock return volatility and trading volume
|
Mahieu, Ronald
|
|
1998
|
|
6 |
p. 671-687
|
artikel
|
| 2 |
A capital adequacy framework for Islamic banks: the need to reconcile depositors' risk aversion with managers' risk taking
|
Muljawan, Dadang
|
|
2004
|
|
6 |
p. 429-441
|
artikel
|
| 3 |
A fractional cointegration test of purchasing power parity: the case of selected members of OPEC
|
Soofi, Abdol S.
|
|
1998
|
|
6 |
p. 559-566
|
artikel
|
| 4 |
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
|
Brooks, Chris
|
|
1999
|
|
6 |
p. 605-613
|
artikel
|
| 5 |
Analysing long memory and volatility of returns in the Athens stock exchange
|
Vougas, Dimitrios V.
|
|
2004
|
|
6 |
p. 457-460
|
artikel
|
| 6 |
An eclectic approach to currency crises: drawing lessons from the EMS experience
|
Perez-Bermejo, Francisco
|
|
2008
|
|
6 |
p. 503-519
|
artikel
|
| 7 |
An empirical examination of the value relevance of consolidated earnings figures under a cost of acquisition regime
|
Hevas, Dimosthenis L.
|
|
2000
|
|
6 |
p. 645-653
|
artikel
|
| 8 |
An exploratory empirical analysis of the impact of the Federal Deposit Insurance Corporation Improvement Act of 1991 on bank failures in the United States
|
Cebula, R. J.
|
|
1997
|
|
6 |
p. 695-701
|
artikel
|
| 9 |
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
|
Barkoulas, John
|
|
1997
|
|
6 |
p. 635-643
|
artikel
|
| 10 |
Are local or international influences responsible for the pre-holiday behaviour of Irish equities?
|
Lucey, Brian M.
|
|
2005
|
|
6 |
p. 381-389
|
artikel
|
| 11 |
Are trade balance announcements informative?
|
Kutty, Gopalan
|
|
1994
|
|
6 |
p. 441-447
|
artikel
|
| 12 |
Asia-Pacific banks risk exposures: pre and post the Asian financial crisis
|
Yong, Hue Hwa Au
|
|
2008
|
|
6 |
p. 431-449
|
artikel
|
| 13 |
A structural time series test of the P-star model: evidence from the middle east
|
Tawadros, George B.
|
|
2007
|
|
6 |
p. 463-467
|
artikel
|
| 14 |
Asymmetric dynamics in UK real interest rates
|
Coakley, Jerry
|
|
2002
|
|
6 |
p. 379-387
|
artikel
|
| 15 |
A test of US equity market reaction to surprises in an era of high trading volume
|
Ajayi, Richard A.
|
|
2006
|
|
6 |
p. 461-469
|
artikel
|
| 16 |
Augmented ARCH models for financial time series: stability conditions and empirical evidence
|
Kunst, Robert M.
|
|
1997
|
|
6 |
p. 575-586
|
artikel
|
| 17 |
Australian dividend reinvestment plans: An event study on discount rates
|
Chan, Keith K. W.
|
|
1996
|
|
6 |
p. 551-561
|
artikel
|
| 18 |
A VARMA approach to estimating term premia: the case of the Spanish interbank money market
|
de Frutos, Rafael Flores
|
|
1995
|
|
6 |
p. 409-418
|
artikel
|
| 19 |
Banks and income smoothing: an empirical analysis
|
Bhat, Vasanthakumar N.
|
|
1996
|
|
6 |
p. 505-510
|
artikel
|
| 20 |
Banks' information about borrowers: the stock market response to syndicated loan announcements in the UK
|
Armitage, Seth
|
|
1995
|
|
6 |
p. 449-459
|
artikel
|
| 21 |
Censoring and its impact on multivariate testing of the Capital Asset Pricing Model
|
Brooks, Robert D.
|
|
2004
|
|
6 |
p. 413-420
|
artikel
|
| 22 |
Commercial bank entry into equity IPO underwriting: modern evidence
|
Beneda, Nancy L.
|
|
2004
|
|
6 |
p. 421-428
|
artikel
|
| 23 |
Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors
|
Engsted, Tom
|
|
1997
|
|
6 |
p. 659-665
|
artikel
|
| 24 |
Common stochastic trends, multivariate market efficiency and the temporal causal dynamics in a system of daily spot exchange rates
|
Masih, Abul M. M.
|
|
1996
|
|
6 |
p. 495-504
|
artikel
|
| 25 |
Compromise programming calibration for financial analysis of firms of a common sector of business, case study for a set of Spanish banks in 1995
|
Anton, Jose M.
|
|
2007
|
|
6 |
p. 445-461
|
artikel
|
| 26 |
Conditional volatility and firm size: an empirical analysis of UK equity portfolios
|
Chelley-Steeley, Patricia L.
|
|
1995
|
|
6 |
p. 433-440
|
artikel
|
| 27 |
Credit constraints and US households
|
Crook, Jonathan
|
|
1996
|
|
6 |
p. 477-485
|
artikel
|
| 28 |
Cross-sectional estimation of stock returns in small markets: The case of the Athens Stock Exchange
|
Leledakis, George
|
|
2003
|
|
6 |
p. 413-426
|
artikel
|
| 29 |
Curbing expense preference behaviour in commercial banking: econometric evidence
|
Mixon, Franklin G.
|
|
2001
|
|
6 |
p. 613-617
|
artikel
|
| 30 |
Daily seasonalities and stock market reforms in Spain
|
PeNa, J. Ignacio
|
|
1995
|
|
6 |
p. 419-423
|
artikel
|
| 31 |
Determinants of variation in mutual fund returns
|
Droms, William G.
|
|
1995
|
|
6 |
p. 383-389
|
artikel
|
| 32 |
Does diversification strategy matter in explaining capital structure? Some evidence from Spain
|
Menendez-Alonso, Eduardo J.
|
|
2003
|
|
6 |
p. 427-430
|
artikel
|
| 33 |
Does seasonal adjustment distort tests of stationarity? Some small-sample evidence
|
Olekalns, Nilss
|
|
1996
|
|
6 |
p. 531-534
|
artikel
|
| 34 |
Does speculation play any role in determining the forward exchange rate?
|
Moosa, Imad A.
|
|
1997
|
|
6 |
p. 611-617
|
artikel
|
| 35 |
Don't lose sleep on it: a re-examination of the daylight savings time anomaly
|
Lamb, Reinhold P.
|
|
2004
|
|
6 |
p. 443-446
|
artikel
|
| 36 |
Efficiency in the eurobond market: application of nonparametric techniques
|
Bonilla-Musoles, Maria
|
|
2007
|
|
6 |
p. 431-444
|
artikel
|
| 37 |
Efficiency of multinational banks: an empirical investigation
|
Chang, C. Edward
|
|
1998
|
|
6 |
p. 689-696
|
artikel
|
| 38 |
Estimation of persistence in log-volatility using panel data
|
Kitazawa, Yoshitsugu
|
|
2003
|
|
6 |
p. 463-472
|
artikel
|
| 39 |
Estimation of the bid/ask spread on Danish stocks, an evaluation of Roll's estimator
|
Nyholm, Ken
|
|
1997
|
|
6 |
p. 605-610
|
artikel
|
| 40 |
European venture capital markets: fund providers and investment characteristics
|
Schertler, Andrea
|
|
2005
|
|
6 |
p. 367-380
|
artikel
|
| 41 |
Evaluating currency market efficiency: are cointegration tests appropriate?
|
Kellard, Neil
|
|
2001
|
|
6 |
p. 681-691
|
artikel
|
| 42 |
Examining intraday returns with buy/sell information
|
Lin, Shinn-Juh
|
|
2003
|
|
6 |
p. 447-461
|
artikel
|
| 43 |
Exchange rate determination during hyperinflation: the case of the Romanian lei
|
Karfakis, Costas
|
|
2003
|
|
6 |
p. 473-476
|
artikel
|
| 44 |
Exchange-rate uncertainty and dollarization: a structural vector error correction approach to estimating money demand
|
Pozo, Susan
|
|
2000
|
|
6 |
p. 685-692
|
artikel
|
| 45 |
Exchange-rate uncertainty and workers' remittances
|
Higgins, Matthew L.
|
|
2004
|
|
6 |
p. 403-411
|
artikel
|
| 46 |
Expiration day effects of index futures and options: evidence from a market with a long settlement period
|
Alkeback, Per
|
|
2004
|
|
6 |
p. 385-396
|
artikel
|
| 47 |
Financial decisions and growth opportunities: a Spanish firm's panel data analysis
|
Alonso, Pablo de Andres
|
|
2005
|
|
6 |
p. 391-407
|
artikel
|
| 48 |
Financial development and economic growth in Singapore: demand-following or supply-leading?
|
Murinde, Victor
|
|
1994
|
|
6 |
p. 391-404
|
artikel
|
| 49 |
Financial liberalization and stock market volatility in selected developing countries
|
Kassimatis, Konstantinos
|
|
2002
|
|
6 |
p. 389-394
|
artikel
|
| 50 |
Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification
|
Demirer, Riza
|
|
2004
|
|
6 |
p. 447-456
|
artikel
|
| 51 |
Forecasting capital flows to emerging markets: a Kalman filtering approach
|
Mody, Ashoka
|
|
2001
|
|
6 |
p. 581-589
|
artikel
|
| 52 |
Forecasting exchange rate volatility using autoregressive random variance model
|
So, Mike K. P.
|
|
1999
|
|
6 |
p. 583-591
|
artikel
|
| 53 |
Impact of anti-takeover amendments on corporate performance
|
Akhibe, Aigbe
|
|
1996
|
|
6 |
p. 519-529
|
artikel
|
| 54 |
Impacts of equity financing on liquidity position of a firm
|
Mehar, Ayub
|
|
2005
|
|
6 |
p. 425-438
|
artikel
|
| 55 |
Implications of dependence in stock returns for asset allocation
|
Geyer, Alois L. J.
|
|
2000
|
|
6 |
p. 623-633
|
artikel
|
| 56 |
Index option market activity and cash market volatility under different market conditions: an empirical study from Sweden
|
Hagelin, Niclas
|
|
2000
|
|
6 |
p. 597-613
|
artikel
|
| 57 |
Interest rate margins: a decomposition of dynamic oligopolistic conduct and market fundamentals
|
Barnea, Emanuel
|
|
2007
|
|
6 |
p. 487-499
|
artikel
|
| 58 |
Interest rate spreads between Italy and Germany: 1995-1997
|
D'Amato, Marcello
|
|
2001
|
|
6 |
p. 603-612
|
artikel
|
| 59 |
Intermediation and value-added models for estimating cost economies in large Japanese banks 1977-93
|
Glass, J. Colin
|
|
1998
|
|
6 |
p. 653-661
|
artikel
|
| 60 |
Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model
|
Cappuccio, Nunzio
|
|
2006
|
|
6 |
p. 479-490
|
artikel
|
| 61 |
Is the dollar/ECU exchange rate a random walk?
|
Newbold, Paul
|
|
1998
|
|
6 |
p. 553-558
|
artikel
|
| 62 |
Is there a long run relationship between stock returns and monetary variables: evidence from an emerging market
|
Lu, Gulnur Muradog
|
|
2001
|
|
6 |
p. 641-649
|
artikel
|
| 63 |
Lead-lag associations between option trading and cash market volatility
|
chatrath, Arjun
|
|
1995
|
|
6 |
p. 373-381
|
artikel
|
| 64 |
Lending rate stickiness and monetary transmission mechanism: the case of Canada and the United States
|
Moazzami, Bakhtiar
|
|
1999
|
|
6 |
p. 533-538
|
artikel
|
| 65 |
Linkages between the US and European equity markets: further evidence from cointegration tests
|
Kanas, Angelos
|
|
1998
|
|
6 |
p. 607-614
|
artikel
|
| 66 |
Liquidity effects and precautionary saving in the Czech Republic
|
Bredin, Don
|
|
2002
|
|
6 |
p. 405-413
|
artikel
|
| 67 |
Long memory in the Canadian stock market
|
Beveridege, Steve
|
|
1997
|
|
6 |
p. 667-672
|
artikel
|
| 68 |
Long range dependence in daily stock returns
|
Caporale, Guglielmo Maria
|
|
2004
|
|
6 |
p. 375-383
|
artikel
|
| 69 |
Lower partial moment hedge ratios
|
Eftekhari, Babak
|
|
1998
|
|
6 |
p. 645-652
|
artikel
|
| 70 |
Margin requirements, positive feedback trading, and stock return autocorrelations: the case of Japan
|
Watanabe, Toshiaki
|
|
2002
|
|
6 |
p. 395-403
|
artikel
|
| 71 |
Measuring convergence speed of asset prices toward a pre-announced target
|
Dewachter, Hans
|
|
2001
|
|
6 |
p. 591-601
|
artikel
|
| 72 |
Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
|
Akgul, Isıl
|
|
2008
|
|
6 |
p. 463-483
|
artikel
|
| 73 |
Modelling real exchange rate behaviour: a cross-country study
|
Parikh, Ashok
|
|
1998
|
|
6 |
p. 577-587
|
artikel
|
| 74 |
Monitoring costs and ownership concentration: Australian evidence
|
Lange, Helen P.
|
|
1995
|
|
6 |
p. 441-447
|
artikel
|
| 75 |
Nonlinear dynamics and daily stock returns on the Taiwan Stock Exchange
|
Chyi, Yih-Luan
|
|
1997
|
|
6 |
p. 619-634
|
artikel
|
| 76 |
On forecasting exchange rates using neural networks
|
Franses, Philip Hans
|
|
1998
|
|
6 |
p. 589-596
|
artikel
|
| 77 |
On the information content of futures market and professional forecasts of interest rates
|
Baghestani, Hamid
|
|
2000
|
|
6 |
p. 679-684
|
artikel
|
| 78 |
Out-of-sample forecasting performance of single equation monetary exchange rate models in Norwegian currency markets
|
Reinton, Harald
|
|
1999
|
|
6 |
p. 545-550
|
artikel
|
| 79 |
Parametric estimation of different interest rate processes
|
Ioannides, Michalis
|
|
2003
|
|
6 |
p. 431-446
|
artikel
|
| 80 |
Political administration effects and day-of-the-week effects in New Zealand's foreign exchange rate
|
Keef, Stephen P.
|
|
2003
|
|
6 |
p. 401-412
|
artikel
|
| 81 |
Portfolio behaviour of commercial banks in the commonwealth Caribbean
|
Arjoon, Surendra
|
|
1994
|
|
6 |
p. 413-422
|
artikel
|
| 82 |
Portfolio hedging and basis risks
|
Lim, Kian-Guan
|
|
1996
|
|
6 |
p. 543-549
|
artikel
|
| 83 |
Price volatility, trading volume, and market depth: evidence from the Japanese stock index futures market
|
Watanabe, Toshiaki
|
|
2001
|
|
6 |
p. 651-658
|
artikel
|
| 84 |
Productivity growth, market structure, and technological change: evidence from the rural banking sector
|
Devaney, Michael
|
|
2000
|
|
6 |
p. 587-595
|
artikel
|
| 85 |
Product mix clubs, divergence and inequality of Spanish banking firms
|
Perez, Francisco
|
|
2002
|
|
6 |
p. 431-445
|
artikel
|
| 86 |
Purchasing power parity, nonlinearity and chaos
|
Serletis, Apostolos
|
|
2000
|
|
6 |
p. 615-622
|
artikel
|
| 87 |
Reaction of bank stock prices to the multiple events of the Brazilian debt crisis
|
Mathur, IKE
|
|
1997
|
|
6 |
p. 703-710
|
artikel
|
| 88 |
Reexamining the monetary approach to the exchange rate: the dollar-franc, 1976—90
|
Macdonald, Ronald
|
|
1994
|
|
6 |
p. 423-430
|
artikel
|
| 89 |
Returns on negative beta securities: implications for the empirical SML
|
Cloninger, Dale O.
|
|
2004
|
|
6 |
p. 397-402
|
artikel
|
| 90 |
Seasonality as an unobservable component: the case of Kuwait stock market
|
Al-Deehani, Talla M.
|
|
2006
|
|
6 |
p. 471-478
|
artikel
|
| 91 |
Share market efficiency: tests using daily data for Australia and New Zealand
|
Groenewold, Nicolaas
|
|
1997
|
|
6 |
p. 645-657
|
artikel
|
| 92 |
Short and long term components of volatility in Hong Kong stock returns
|
Ane, Thierry
|
|
2006
|
|
6 |
p. 439-460
|
artikel
|
| 93 |
Shrunken interest rate forecasts are better forecasts
|
Dorsey-Palmateer, Reid
|
|
2007
|
|
6 |
p. 425-430
|
artikel
|
| 94 |
Signalling in UK capital markets
|
Brookfield, David
|
|
1996
|
|
6 |
p. 511-517
|
artikel
|
| 95 |
Stochastic trends and stock prices: an international inquiry
|
Choudhry, Taufiq
|
|
1994
|
|
6 |
p. 383-390
|
artikel
|
| 96 |
Stock market efficiency, the small firm effect and cointegration
|
Chelley-steeley, Patricia L.
|
|
1994
|
|
6 |
p. 405-411
|
artikel
|
| 97 |
Stock market integration: evidence on price integration and return convergence
|
Heimonen, Kari
|
|
2002
|
|
6 |
p. 415-429
|
artikel
|
| 98 |
Stock price volatility: tests for linear and non-linear cointegration in the present value model of stock prices
|
Yuhn, Ky-Hyang
|
|
1996
|
|
6 |
p. 487-494
|
artikel
|
| 99 |
Stock return predictability or mismeasured risk?
|
Clare, A. D.
|
|
1997
|
|
6 |
p. 679-687
|
artikel
|
| 100 |
Stock returns and inflation: a new test of competing hypotheses
|
Siklos, Pierre L.
|
|
1999
|
|
6 |
p. 567-581
|
artikel
|
| 101 |
Stylized facts on the temporal and distributional properties of daily FT-SE returns
|
Mills, Terence C.
|
|
1997
|
|
6 |
p. 599-604
|
artikel
|
| 102 |
Term structure and interest differentials as predictors of future inflation changes and inflation differentials
|
Caporale, Guglielmo Maria
|
|
1998
|
|
6 |
p. 615-625
|
artikel
|
| 103 |
Testing for bubbles: an application of tests for change in persistence
|
Sollis, Robert
|
|
2006
|
|
6 |
p. 491-498
|
artikel
|
| 104 |
Testing for foreign exchange market efficiency - a trivariate vector autoregressive approach
|
Shen, Chyng-Hua
|
|
1997
|
|
6 |
p. 711-719
|
artikel
|
| 105 |
Testing the expectations model of the term structure in times of financial transition
|
McDermott, C. John
|
|
1998
|
|
6 |
p. 663-669
|
artikel
|
| 106 |
Tests for interest rate convergence and structural breaks in the EMS: further analysis
|
Camarero, Mariam
|
|
2002
|
|
6 |
p. 447-456
|
artikel
|
| 107 |
The accuracy and timeliness of survey forecasts of six-month and twelve-month ahead exchange rates
|
Easton, Stephen A.
|
|
1995
|
|
6 |
p. 367-372
|
artikel
|
| 108 |
The Australian yield curve as a leading indicator of consumption growth
|
Fisher, Chay
|
|
1998
|
|
6 |
p. 627-635
|
artikel
|
| 109 |
The behaviour of Irish ISEQ index: some new empirical tests
|
Hamill, Philip A.
|
|
2000
|
|
6 |
p. 693-700
|
artikel
|
| 110 |
The behaviour of the currency-deposit ratio in mainland China
|
Hasan, Mohammad S.
|
|
2001
|
|
6 |
p. 659-668
|
artikel
|
| 111 |
The causes of stock market volatility in Australia
|
Kearney, Colm
|
|
1998
|
|
6 |
p. 597-605
|
artikel
|
| 112 |
The conditional relation between beta and returns in the Hong Kong stock market
|
Lam, Keith S. K.
|
|
2001
|
|
6 |
p. 669-680
|
artikel
|
| 113 |
The contrarian investment strategy: additional evidence
|
Mun, Johnathan C.
|
|
2001
|
|
6 |
p. 619-640
|
artikel
|
| 114 |
The demand for international liquidity: a cointegration approach
|
Karfakis, Costas
|
|
1997
|
|
6 |
p. 673-678
|
artikel
|
| 115 |
The distribution of stock returns: international evidence
|
Peiro, Amado
|
|
1994
|
|
6 |
p. 431-439
|
artikel
|
| 116 |
The impact of settlement time on the volatility of stock markets
|
Li, Dong
|
|
1997
|
|
6 |
p. 689-694
|
artikel
|
| 117 |
The impact of sunshine laws on police and firefighter bargaining outcomes
|
O'Brien, Kevin M.
|
|
1995
|
|
6 |
p. 425-432
|
artikel
|
| 118 |
The information content of corporate domicile relocation announcements: the case of Hong Kong
|
Chan, Siu-Yeung
|
|
2000
|
|
6 |
p. 635-644
|
artikel
|
| 119 |
The information on inflation in the Australian term structure
|
Alles, Lakshman A.
|
|
1997
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p. 721-730
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The interactions between trading volume and volatility: evidence from the equity options markets
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Park, Tae H.
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1999
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6 |
p. 627-637
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The intraday relationship between volume and volatility in LIFFE futures markets
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Gwilym, Owain Ap
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1999
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6 |
p. 593-604
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The leverage effect in the UK stock market
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Chelley-Steeley, Patricia L.
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2005
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6 |
p. 409-423
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The measurement of productive efficiency in UK building societies
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Piesse, Jenifer
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1995
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6 |
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The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German dominance hypothesis
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Kanas, Angelos
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1997
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6 |
p. 587-598
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The New Zealand market's relationship with Australia and Pacific-Basin share markets: is New Zealand converging with Australia?
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Fraser, Patricia
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2008
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6 |
p. 451-462
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The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers
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Lai, Syouching
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2008
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6 |
p. 485-501
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The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?
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Mazouz, Khelifa
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2007
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p. 501-510
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The proportionality of financial ratios: implications for ratio classifications
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Kallunki, Juha-Pekka
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1996
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p. 535-541
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The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks
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Lux, Thomas
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1996
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6 |
p. 463-475
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The stock market behaviour prior and subsequent to new highs
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Schnusenberg, Oliver
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2006
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6 |
p. 429-438
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The stock market crisis and momentum. Some evidence for the Spanish stock market during the 1990s
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Muga, Luis
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2007
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p. 469-486
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The trading performance of filter rules on the Taiwan Stock Exchange
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Huang, Yen-Sheng
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1995
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p. 391-395
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The unbiased forward rate hypothesis: a re-examination
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Jung, Chulho
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1998
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p. 567-575
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The variability of inflation and real stock returns
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Hu, Xiaoqiang
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2000
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p. 655-665
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Trading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-1997
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Coutts, J. Andrew
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2000
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p. 579-586
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US inflation-indexed bonds in the long run: a hypothetical view
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Taylor, Nicholas
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2000
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p. 667-677
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Variance decomposition of stock returns and dividend imputation system
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Wu, Ping X.
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1999
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p. 539-543
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Volatility estimates of the Vienna stock market
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Geyer, Alois L. J.
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1994
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p. 449-455
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Volume effects in dual traded stocks: Hong Kong and London evidence
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McGuinness, Paul
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1999
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p. 615-625
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