nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Does the information content of payout initiations and omissions influence firm risks?
|
von Eije, Henk |
|
2014 |
183 |
2 |
p. 222-229 8 p. |
artikel |
2 |
Editorial Board
|
|
|
2014 |
183 |
2 |
p. IFC- 1 p. |
artikel |
3 |
Editor’s introduction: Analysis of financial data
|
Bhargava, Alok |
|
2014 |
183 |
2 |
p. 147-149 3 p. |
artikel |
4 |
Erratum to “Pricing default events: Surprise, exogeneity and contagion” [J. Econometrics 182 (2) (2014) 397–411]
|
Gouriéroux, C. |
|
2014 |
183 |
2 |
p. 150- 1 p. |
artikel |
5 |
Firms’ fundamentals, macroeconomic variables and quarterly stock prices in the US
|
Bhargava, Alok |
|
2014 |
183 |
2 |
p. 241-250 10 p. |
artikel |
6 |
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
|
Blake, David |
|
2014 |
183 |
2 |
p. 202-210 9 p. |
artikel |
7 |
Methods for multicountry studies of corporate governance: Evidence from the BRIKT countries
|
Black, Bernard |
|
2014 |
183 |
2 |
p. 230-240 11 p. |
artikel |
8 |
Minimum distance estimation of the errors-in-variables model using linear cumulant equations
|
Erickson, Timothy |
|
2014 |
183 |
2 |
p. 211-221 11 p. |
artikel |
9 |
Mutual excitation in Eurozone sovereign CDS
|
Aït-Sahalia, Yacine |
|
2014 |
183 |
2 |
p. 151-167 17 p. |
artikel |
10 |
The nonlinear price dynamics of U.S. equity ETFs
|
Caginalp, Gunduz |
|
2014 |
183 |
2 |
p. 193-201 9 p. |
artikel |
11 |
The VIX, the variance premium and stock market volatility
|
Bekaert, Geert |
|
2014 |
183 |
2 |
p. 181-192 12 p. |
artikel |
12 |
Time-varying jump tails
|
Bollerslev, Tim |
|
2014 |
183 |
2 |
p. 168-180 13 p. |
artikel |