| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A contingent claim approach to performance evaluation
|
|
|
1995
|
|
1 |
p. 99-
1 p.
|
artikel
|
| 2 |
A functional approach to the price impact of stock trades and the implied true price
|
Huang, Roger D.
|
|
2008
|
|
1 |
p. 1-16
16 p.
|
artikel
|
| 3 |
A long memory property of stock market returns and a new model
|
Ding, Zhuanxin
|
|
1993
|
|
1 |
p. 83-106
24 p.
|
artikel
|
| 4 |
A long memory property of stock market returns and a new model
|
|
|
1995
|
|
1 |
p. 98-
1 p.
|
artikel
|
| 5 |
Alternative constructions of Tobin's q: An empirical comparison
|
|
|
1995
|
|
1 |
p. 101-
1 p.
|
artikel
|
| 6 |
Analysis of hedge fund performance
|
Capocci, Daniel
|
|
2004
|
|
1 |
p. 55-89
35 p.
|
artikel
|
| 7 |
An artificial neural network-GARCH model for international stock return volatility
|
Donaldson, R.Glen
|
|
1997
|
|
1 |
p. 17-46
30 p.
|
artikel
|
| 8 |
Announcement
|
|
|
2009
|
|
1 |
p. 1-
1 p.
|
artikel
|
| 9 |
Announcement
|
|
|
1995
|
|
1 |
p. 95-96
2 p.
|
artikel
|
| 10 |
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates
|
|
|
1995
|
|
1 |
p. 101-
1 p.
|
artikel
|
| 11 |
A nonparametric examination of market information: application to technical trading rules
|
Goldbaum, David
|
|
1999
|
|
1 |
p. 59-85
27 p.
|
artikel
|
| 12 |
A re-examination of the asymmetric power ARCH model
|
Karanasos, Menelaos
|
|
2006
|
|
1 |
p. 113-128
16 p.
|
artikel
|
| 13 |
Are investors moonstruck? Further international evidence on lunar phases and stock returns
|
Keef, Stephen P.
|
|
2011
|
|
1 |
p. 56-63
8 p.
|
artikel
|
| 14 |
Are investors moonstruck? Lunar phases and stock returns
|
Yuan, Kathy
|
|
2006
|
|
1 |
p. 1-23
23 p.
|
artikel
|
| 15 |
Are scientific indicators of patent quality useful to investors?
|
Hirschey, Mark
|
|
2004
|
|
1 |
p. 91-107
17 p.
|
artikel
|
| 16 |
Asset pricing models and economic risk premia: A decomposition
|
Balduzzi, Pierluigi
|
|
2010
|
|
1 |
p. 54-80
27 p.
|
artikel
|
| 17 |
Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU -normal distribution
|
Choi, Pilsun
|
|
2008
|
|
1 |
p. 41-63
23 p.
|
artikel
|
| 18 |
Asymmetric temporary and permanent stock-price innovations
|
Shively, Philip A.
|
|
2007
|
|
1 |
p. 120-130
11 p.
|
artikel
|
| 19 |
CAPM over the long run: 1926–2001
|
Ang, Andrew
|
|
2007
|
|
1 |
p. 1-40
40 p.
|
artikel
|
| 20 |
Chasing trends: recursive moving average trading rules and internet stocks
|
Fong, Wai Mun
|
|
2005
|
|
1 |
p. 43-76
34 p.
|
artikel
|
| 21 |
Coincident and leading indicators of the stock market
|
Chauvet, Marcelle
|
|
2000
|
|
1 |
p. 87-111
25 p.
|
artikel
|
| 22 |
Common stock offerings across the business cycle
|
Choe, Hyuk
|
|
1993
|
|
1 |
p. 3-31
29 p.
|
artikel
|
| 23 |
Common stock offerings across the business cycle: Theory and evidence
|
|
|
1995
|
|
1 |
p. 97-
1 p.
|
artikel
|
| 24 |
Co-movements of index options and futures quotes
|
Fahlenbrach, Rüdiger
|
|
2009
|
|
1 |
p. 151-163
13 p.
|
artikel
|
| 25 |
Conditional coskewness and asset pricing
|
Smith, Daniel R.
|
|
2007
|
|
1 |
p. 91-119
29 p.
|
artikel
|
| 26 |
Contents
|
|
|
2008
|
|
1 |
p. OFC-
1 p.
|
artikel
|
| 27 |
Contents
|
|
|
2006
|
|
1 |
p. CO1-
1 p.
|
artikel
|
| 28 |
Contents
|
|
|
2007
|
|
1 |
p. CO1-
1 p.
|
artikel
|
| 29 |
Contents
|
|
|
2006
|
|
1 |
p. CO4-
1 p.
|
artikel
|
| 30 |
Corporate governance and firm value: International evidence
|
Ammann, Manuel
|
|
2011
|
|
1 |
p. 36-55
20 p.
|
artikel
|
| 31 |
Corrigendum to “Mean reversion of industry stock returns in the U.S., 1926–1998” [J. Empir. Finance 11 (2004) 537–551]
|
Gropp, Jeffrey
|
|
2005
|
|
1 |
p. 217-
1 p.
|
artikel
|
| 32 |
Coskewness and cokurtosis in futures markets
|
Christie-David, Rohan
|
|
2001
|
|
1 |
p. 55-81
27 p.
|
artikel
|
| 33 |
Costly trade, managerial myopia, and long-term investment
|
Holden, Craig W.
|
|
2009
|
|
1 |
p. 126-135
10 p.
|
artikel
|
| 34 |
Country versus sector factors in equity returns: The roles of non-unit exposures
|
De Moor, Lieven
|
|
2011
|
|
1 |
p. 64-77
14 p.
|
artikel
|
| 35 |
Credit cycles and macro fundamentals
|
Koopman, Siem Jan
|
|
2009
|
|
1 |
p. 42-54
13 p.
|
artikel
|
| 36 |
Default estimation for low-default portfolios
|
Kiefer, Nicholas M.
|
|
2009
|
|
1 |
p. 164-173
10 p.
|
artikel
|
| 37 |
Do bond rating changes affect the information asymmetry of stock trading?
|
He, Yan
|
|
2011
|
|
1 |
p. 103-116
14 p.
|
artikel
|
| 38 |
Do currency futures prices follow random walks?
|
Pan, Ming-Shiun
|
|
1997
|
|
1 |
p. 1-15
15 p.
|
artikel
|
| 39 |
Does political economy reduce agency costs? Some evidence from dividend policies around the world
|
Choy, HiuLam
|
|
2011
|
|
1 |
p. 16-35
20 p.
|
artikel
|
| 40 |
Does the weather have impacts on returns and trading activities in order-driven stock markets? Evidence from China
|
Lu, Jing
|
|
2012
|
|
1 |
p. 79-93
15 p.
|
artikel
|
| 41 |
Dynamics of Insurance Markets: Structure, Conduct, and Performance in the 21st Century
|
|
|
2005
|
|
1 |
p. IV-
1 p.
|
artikel
|
| 42 |
Econometrics of efficient fitted portfolios
|
Gouriéroux, C.
|
|
1999
|
|
1 |
p. 87-118
32 p.
|
artikel
|
| 43 |
Economic determinants of evolution in international stock market integration
|
Bracker, Kevin
|
|
1999
|
|
1 |
p. 1-27
27 p.
|
artikel
|
| 44 |
Economic freedom and cross-border venture capital performance
|
Wang, Lanfang
|
|
2012
|
|
1 |
p. 26-50
25 p.
|
artikel
|
| 45 |
Editorial Board
|
|
|
2010
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 46 |
Editorial Board
|
|
|
2009
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 47 |
Editorial Board
|
|
|
2004
|
|
1 |
p. iii-
1 p.
|
artikel
|
| 48 |
Editorial Board
|
|
|
1996
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 49 |
Editorial Board
|
|
|
2005
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 50 |
Editorial Board
|
|
|
2008
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 51 |
Editorial Board
|
|
|
2007
|
|
1 |
p. CO2-
1 p.
|
artikel
|
| 52 |
Editorial Board
|
|
|
2006
|
|
1 |
p. CO2-
1 p.
|
artikel
|
| 53 |
Editorial Board
|
|
|
2011
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 54 |
Editorial Board
|
|
|
2012
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 55 |
Editorial Board
|
|
|
1993
|
|
1 |
p. ii-iii
nvt p.
|
artikel
|
| 56 |
Editorial Board
|
|
|
1998
|
|
1 |
p. ii-iii
nvt p.
|
artikel
|
| 57 |
Editorial Board
|
|
|
1995
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 58 |
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims
|
Wang, Zhenyu
|
|
2012
|
|
1 |
p. 65-78
14 p.
|
artikel
|
| 59 |
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
|
Chan, Chia-Ying
|
|
2012
|
|
1 |
p. 162-174
13 p.
|
artikel
|
| 60 |
Empirical tests of the Longstaff extendible warrant model
|
Hauser, Shmuel
|
|
1996
|
|
1 |
p. 1-14
14 p.
|
artikel
|
| 61 |
Equity option listing in the UK: a comparison of market-based research methodologies
|
Hamill, Philip A
|
|
2002
|
|
1 |
p. 91-108
18 p.
|
artikel
|
| 62 |
European exchange rate volatility dynamics: an empirical investigation
|
Malik, Ali Khalil
|
|
2005
|
|
1 |
p. 187-215
29 p.
|
artikel
|
| 63 |
Evaluating alternative methods for testing asset pricing models with historical data
|
Lozano, Martín
|
|
2011
|
|
1 |
p. 136-146
11 p.
|
artikel
|
| 64 |
Evaluating style analysis
|
ter Horst, Jenke R.
|
|
2004
|
|
1 |
p. 29-53
25 p.
|
artikel
|
| 65 |
Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis
|
Barnhill Jr., Theodore M.
|
|
2000
|
|
1 |
p. 57-86
30 p.
|
artikel
|
| 66 |
Finance constraints and asset pricing: Evidence on mean reversion
|
|
|
1995
|
|
1 |
p. 99-
1 p.
|
artikel
|
| 67 |
Financial development and the allocation of external finance
|
Bena, Jan
|
|
2012
|
|
1 |
p. 1-25
25 p.
|
artikel
|
| 68 |
Forecasting inflation from the term structure
|
Tzavalis, Elias
|
|
1996
|
|
1 |
p. 103-122
20 p.
|
artikel
|
| 69 |
Foreign acquisitions by UK limited companies: short- and long-run performance
|
Gregory, Alan
|
|
2005
|
|
1 |
p. 99-125
27 p.
|
artikel
|
| 70 |
Fund size, limited attention and valuation of venture capital backed firms
|
Cumming, Douglas
|
|
2011
|
|
1 |
p. 2-15
14 p.
|
artikel
|
| 71 |
Geographic diversification and firm value in the financial services industry
|
Schmid, Markus M.
|
|
2012
|
|
1 |
p. 109-122
14 p.
|
artikel
|
| 72 |
Information content and other characteristics of the daily cross-sectional dispersion in stock returns
|
Connolly, Robert
|
|
2006
|
|
1 |
p. 79-112
34 p.
|
artikel
|
| 73 |
International asset pricing with alternative distributional specifications
|
Harvey, Campbell R.
|
|
1993
|
|
1 |
p. 107-131
25 p.
|
artikel
|
| 74 |
International asset pricing with alternative distributional specifications
|
|
|
1995
|
|
1 |
p. 98-
1 p.
|
artikel
|
| 75 |
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
|
Grammig, Joachim
|
|
2005
|
|
1 |
p. 139-164
26 p.
|
artikel
|
| 76 |
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
|
Bollerslev, Tim
|
|
2000
|
|
1 |
p. 37-55
19 p.
|
artikel
|
| 77 |
Investor flows and stock market returns
|
Boyer, Brian
|
|
2009
|
|
1 |
p. 87-100
14 p.
|
artikel
|
| 78 |
Investor sentiment and the near-term stock market
|
Brown, Gregory W.
|
|
2004
|
|
1 |
p. 1-27
27 p.
|
artikel
|
| 79 |
Is excess sensitivity of investment to financial factors constant across firms? Evidence from panel data on Italian companies
|
|
|
1995
|
|
1 |
p. 102-
1 p.
|
artikel
|
| 80 |
Is there a symmetric nonlinear causal relationship between large and small firms?
|
Francis, Bill B.
|
|
2010
|
|
1 |
p. 23-38
16 p.
|
artikel
|
| 81 |
It takes a model to beat a model: Volatility bounds
|
Liu, Ludan
|
|
2008
|
|
1 |
p. 80-110
31 p.
|
artikel
|
| 82 |
Limit orders and ex-dividend day return distributions
|
Dubofsky, David
|
|
1997
|
|
1 |
p. 47-65
19 p.
|
artikel
|
| 83 |
List of forthcoming papers
|
|
|
1998
|
|
1 |
p. 67-
1 p.
|
artikel
|
| 84 |
Long-run performance evaluation: Correlation and heteroskedasticity-consistent tests
|
Jegadeesh, Narasimhan
|
|
2009
|
|
1 |
p. 101-111
11 p.
|
artikel
|
| 85 |
Market behaviour around Canadian stock-split ex-dates
|
Kryzanowski, Lawrence
|
|
1993
|
|
1 |
p. 57-81
25 p.
|
artikel
|
| 86 |
Market behaviour around Canadian stock-split ex-dates
|
|
|
1995
|
|
1 |
p. 98-
1 p.
|
artikel
|
| 87 |
Market closure and predictability of intradaily stock returns in the United States and Japan
|
Lin, Wen-Ling
|
|
1995
|
|
1 |
p. 19-44
26 p.
|
artikel
|
| 88 |
Market liberalization within a country
|
Sun, Qian
|
|
2009
|
|
1 |
p. 18-41
24 p.
|
artikel
|
| 89 |
Maximum likelihood estimation of deposit insurance value with interest rate risk
|
Duan, Jin-Chuan
|
|
2002
|
|
1 |
p. 109-132
24 p.
|
artikel
|
| 90 |
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
|
Wagner, Niklas
|
|
2005
|
|
1 |
p. 165-185
21 p.
|
artikel
|
| 91 |
Measuring the market impact of hedge funds
|
Fung, William
|
|
2000
|
|
1 |
p. 1-36
36 p.
|
artikel
|
| 92 |
Modeling and forecasting stock return volatility using a random level shift model
|
Lu, Yang K.
|
|
2010
|
|
1 |
p. 138-156
19 p.
|
artikel
|
| 93 |
Modeling the dynamics of inflation compensation
|
Jochmann, Markus
|
|
2010
|
|
1 |
p. 157-167
11 p.
|
artikel
|
| 94 |
Modeling the volatility of the Heath–Jarrow–Morton model: a multifactor GARCH analysis
|
Zhou, Anjun
|
|
2002
|
|
1 |
p. 35-56
22 p.
|
artikel
|
| 95 |
Momentum and mean reversion across national equity markets
|
Balvers, Ronald J.
|
|
2006
|
|
1 |
p. 24-48
25 p.
|
artikel
|
| 96 |
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study
|
Conrad, Christian
|
|
2011
|
|
1 |
p. 147-159
13 p.
|
artikel
|
| 97 |
Negative earnings, positive earnings and stock return predictability: An empirical examination of market timing
|
Barnhart, Scott W.
|
|
2009
|
|
1 |
p. 70-86
17 p.
|
artikel
|
| 98 |
Neglected common factors in exchange rate volatility
|
|
|
1995
|
|
1 |
p. 101-
1 p.
|
artikel
|
| 99 |
Noise trading and prime and score premiums
|
|
|
1995
|
|
1 |
p. 100-
1 p.
|
artikel
|
| 100 |
Obituary
|
Palm, Franz C.
|
|
2011
|
|
1 |
p. 1-
1 p.
|
artikel
|
| 101 |
‘Optimal’ probabilistic and directional predictions of financial returns
|
Thomakos, Dimitrios D.
|
|
2010
|
|
1 |
p. 102-119
18 p.
|
artikel
|
| 102 |
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
|
Hafner, Christian M.
|
|
2001
|
|
1 |
p. 1-34
34 p.
|
artikel
|
| 103 |
Option pricing with discrete rebalancing
|
Prigent, Jean-Luc
|
|
2004
|
|
1 |
p. 133-161
29 p.
|
artikel
|
| 104 |
Outside Back Cover
|
|
|
2007
|
|
1 |
p. CO4-
1 p.
|
artikel
|
| 105 |
Outside Back Cover/Barcode
|
|
|
2005
|
|
1 |
p. OBC-
1 p.
|
artikel
|
| 106 |
Outside Front Cover/Contents
|
|
|
2005
|
|
1 |
p. OFC-
1 p.
|
artikel
|
| 107 |
Post-takeover returns: The UK evidence
|
Higson, Chris
|
|
1998
|
|
1 |
p. 27-46
20 p.
|
artikel
|
| 108 |
Predicting issuer credit ratings using a semiparametric method
|
Hwang, Ruey-Ching
|
|
2010
|
|
1 |
p. 120-137
18 p.
|
artikel
|
| 109 |
Prepayment analysis for securitization
|
De Toldi, M.
|
|
1995
|
|
1 |
p. 45-70
26 p.
|
artikel
|
| 110 |
Publisher's note: Colourful e-Products
|
|
|
2004
|
|
1 |
p. v-
1 p.
|
artikel
|
| 111 |
Publisher's note: Economics Journals Archive on ScienceDirect
|
|
|
2004
|
|
1 |
p. vii-viii
nvt p.
|
artikel
|
| 112 |
Real estate prices: An international study of seasonality's sentiment effect
|
Kaplanski, Guy
|
|
2012
|
|
1 |
p. 123-146
24 p.
|
artikel
|
| 113 |
Recovering the probability density function of asset prices using garch as diffusion approximations
|
Fornari, Fabio
|
|
2001
|
|
1 |
p. 83-110
28 p.
|
artikel
|
| 114 |
Regulatory underpricing: Determinants of Chinese extreme IPO returns
|
Tian, Lihui
|
|
2011
|
|
1 |
p. 78-90
13 p.
|
artikel
|
| 115 |
Risk and performance estimation in hedge funds revisited: Evidence from errors in variables
|
Coën, Alain
|
|
2009
|
|
1 |
p. 112-125
14 p.
|
artikel
|
| 116 |
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
|
Cheng, Wan-Hsiu
|
|
2011
|
|
1 |
p. 160-173
14 p.
|
artikel
|
| 117 |
Small sample properties of the GMM specification test based on the Hansen–Jagannathan distance
|
Ahn, Seung C.
|
|
2004
|
|
1 |
p. 109-132
24 p.
|
artikel
|
| 118 |
Small sample rank tests with applications to asset pricing
|
Zhou, Guofu
|
|
1995
|
|
1 |
p. 71-93
23 p.
|
artikel
|
| 119 |
Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
|
Langrock, Roland
|
|
2012
|
|
1 |
p. 147-161
15 p.
|
artikel
|
| 120 |
Special Issue of JBF on “Frontiers in Payment and Settlement Issues”
|
|
|
2005
|
|
1 |
p. III-
1 p.
|
artikel
|
| 121 |
Statement by the editors
|
Baillie, Richard T.
|
|
1993
|
|
1 |
p. 1-2
2 p.
|
artikel
|
| 122 |
Statement by the editors
|
|
|
1995
|
|
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