| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Bayesian analysis of a variance decomposition for stock returns
|
Hollifield, Burton
|
|
2003
|
|
5 |
p. 583-601
19 p.
|
artikel
|
| 2 |
Acknowledgement List of referees
|
|
|
2002
|
|
5 |
p. 605-
1 p.
|
artikel
|
| 3 |
Acknowledgement to our Reviewers
|
|
|
2010
|
|
5 |
p. 835-836
2 p.
|
artikel
|
| 4 |
Acknowledgement to our Reviewers
|
|
|
2007
|
|
5 |
p. 585-589
5 p.
|
artikel
|
| 5 |
Acknowledgement to our Reviewers
|
|
|
2009
|
|
5 |
p. 701-702
2 p.
|
artikel
|
| 6 |
Acknowledgement to our Reviewers
|
|
|
2012
|
|
5 |
p. iii-
1 p.
|
artikel
|
| 7 |
Acknowledgement to our Reviewers
|
|
|
2011
|
|
5 |
p. 779-781
3 p.
|
artikel
|
| 8 |
Acknowledgment to our Reviewers
|
|
|
2008
|
|
5 |
p. 800-
1 p.
|
artikel
|
| 9 |
A comparison of trading and non-trading mechanisms for price discovery
|
Barclay, Michael J.
|
|
2008
|
|
5 |
p. 839-849
11 p.
|
artikel
|
| 10 |
American option pricing with discrete and continuous time models: An empirical comparison
|
Stentoft, Lars
|
|
2011
|
|
5 |
p. 880-902
23 p.
|
artikel
|
| 11 |
A meta-analysis of the equity premium
|
van Ewijk, Casper
|
|
2012
|
|
5 |
p. 819-830
12 p.
|
artikel
|
| 12 |
A model-independent measure of aggregate idiosyncratic risk
|
Bali, Turan G.
|
|
2008
|
|
5 |
p. 878-896
19 p.
|
artikel
|
| 13 |
Analysis of intraday herding behavior among the sector ETFs
|
Gleason, Kimberly C.
|
|
2004
|
|
5 |
p. 681-694
14 p.
|
artikel
|
| 14 |
An empirical investigation of trading on asymmetric information and heterogeneous prior beliefs
|
Brockman, Paul
|
|
2000
|
|
5 |
p. 417-454
38 p.
|
artikel
|
| 15 |
A new country risk index for emerging markets: A stochastic dominance approach
|
Agliardi, Elettra
|
|
2012
|
|
5 |
p. 741-761
21 p.
|
artikel
|
| 16 |
An exploration of the persistence of UK unit trust performance
|
Fletcher, Jonathan
|
|
2002
|
|
5 |
p. 475-493
19 p.
|
artikel
|
| 17 |
An inquiry into the economic fundamentals of the Fama and French equity factors
|
Simpson, Marc W.
|
|
2008
|
|
5 |
p. 801-815
15 p.
|
artikel
|
| 18 |
Announcement
|
|
|
2008
|
|
5 |
p. 799-
1 p.
|
artikel
|
| 19 |
Applying the method of simulated moments to estimate a small agent-based asset pricing model
|
Franke, Reiner
|
|
2009
|
|
5 |
p. 804-815
12 p.
|
artikel
|
| 20 |
Are ex‐day dividend clientele effects dead? Dividend yield versus dividend size
|
Jakob, Keith J.
|
|
2007
|
|
5 |
p. 718-735
18 p.
|
artikel
|
| 21 |
Are there Monday effects in stock returns: A stochastic dominance approach
|
Cho, Young-Hyun
|
|
2007
|
|
5 |
p. 736-755
20 p.
|
artikel
|
| 22 |
A simulation estimator for testing the time homogeneity of credit rating transitions
|
Kiefer, Nicholas M.
|
|
2007
|
|
5 |
p. 818-835
18 p.
|
artikel
|
| 23 |
Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach
|
Nam, Kiseok
|
|
2002
|
|
5 |
p. 563-588
26 p.
|
artikel
|
| 24 |
Author Index Volume 9
|
|
|
2002
|
|
5 |
p. 607-608
2 p.
|
artikel
|
| 25 |
Author Index Volume 10
|
|
|
2003
|
|
5 |
p. 685-686
2 p.
|
artikel
|
| 26 |
Author index volume 8
|
|
|
2001
|
|
5 |
p. 707-708
2 p.
|
artikel
|
| 27 |
Author Index Volume 7
|
|
|
2000
|
|
5 |
p. 555-556
2 p.
|
artikel
|
| 28 |
Author Index Volume 12
|
|
|
2005
|
|
5 |
p. I-II
nvt p.
|
artikel
|
| 29 |
Author Index Volume 11
|
|
|
2004
|
|
5 |
p. 735-736
2 p.
|
artikel
|
| 30 |
Barcode
|
|
|
2005
|
|
5 |
p. CO4-
1 p.
|
artikel
|
| 31 |
Bivariate FIGARCH and fractional cointegration
|
Brunetti, Celso
|
|
2000
|
|
5 |
p. 509-530
22 p.
|
artikel
|
| 32 |
Board composition after mergers, does it matter to target shareholders?
|
Wang, Hongxia
|
|
2010
|
|
5 |
p. 837-851
15 p.
|
artikel
|
| 33 |
Call for Papers: Journal of Banking and Finance: Special Issue and Conference on: Clearing and Settlement of Financial Markets: Europe and beyond
|
|
|
2004
|
|
5 |
p. V-
1 p.
|
artikel
|
| 34 |
Call for Papers: Journal of Empirical Finance, Special Issue and Conference on: International Finance
|
|
|
2004
|
|
5 |
p. III-
1 p.
|
artikel
|
| 35 |
Central bank interventions and implied exchange rate correlations
|
Nikkinen, Jussi
|
|
2009
|
|
5 |
p. 862-873
12 p.
|
artikel
|
| 36 |
Central bank interventions and jumps in double long memory models of daily exchange rates
|
Beine, Michel
|
|
2003
|
|
5 |
p. 641-660
20 p.
|
artikel
|
| 37 |
Computing value at risk with high frequency data
|
Beltratti, Andrea
|
|
1999
|
|
5 |
p. 431-455
25 p.
|
artikel
|
| 38 |
Contents
|
|
|
2005
|
|
5 |
p. CO1-
1 p.
|
artikel
|
| 39 |
Contents
|
|
|
2004
|
|
5 |
p. OFC-
1 p.
|
artikel
|
| 40 |
Contents
|
|
|
2007
|
|
5 |
p. OFC-
1 p.
|
artikel
|
| 41 |
Contents continued
|
|
|
2007
|
|
5 |
p. OBC-
1 p.
|
artikel
|
| 42 |
Corrigendum to “GMM estimation of the number of latent factors: With application to international stock markets” [J Empir Financ. 17 (2010) 783–802]
|
Ahn, Seung C.
|
|
2010
|
|
5 |
p. 1006-
1 p.
|
artikel
|
| 43 |
Cross-sectional tests of deterministic volatility functions
|
Brandt, Michael W
|
|
2002
|
|
5 |
p. 525-550
26 p.
|
artikel
|
| 44 |
Drug approval decisions: A note on stock liquidity effects
|
Himmelmann, Achim
|
|
2012
|
|
5 |
p. 640-652
13 p.
|
artikel
|
| 45 |
Dual long-memory, structural breaks and the link between turnover and the range-based volatility
|
Karanasos, M.
|
|
2009
|
|
5 |
p. 838-851
14 p.
|
artikel
|
| 46 |
Editorial
|
|
|
1999
|
|
5 |
p. iii-iv
nvt p.
|
artikel
|
| 47 |
Editorial
|
|
|
1999
|
|
5 |
p. 609-
1 p.
|
artikel
|
| 48 |
Editorial Board
|
|
|
2010
|
|
5 |
p. IFC-
1 p.
|
artikel
|
| 49 |
Editorial Board
|
|
|
2002
|
|
5 |
p. IFC-
1 p.
|
artikel
|
| 50 |
Editorial Board
|
|
|
2003
|
|
5 |
p. IFC-
1 p.
|
artikel
|
| 51 |
Editorial Board
|
|
|
2005
|
|
5 |
p. CO2-
1 p.
|
artikel
|
| 52 |
Editorial Board
|
|
|
2008
|
|
5 |
p. IFC-
1 p.
|
artikel
|
| 53 |
Editorial Board
|
|
|
2004
|
|
5 |
p. IFC-
1 p.
|
artikel
|
| 54 |
Editorial Board
|
|
|
2007
|
|
5 |
p. IFC-
1 p.
|
artikel
|
| 55 |
Editorial Board
|
|
|
2009
|
|
5 |
p. IFC-
1 p.
|
artikel
|
| 56 |
Editorial Board
|
|
|
2011
|
|
5 |
p. IFC-
1 p.
|
artikel
|
| 57 |
Editorial Board
|
|
|
2012
|
|
5 |
p. IFC-
1 p.
|
artikel
|
| 58 |
Editor's foreword to the special issue: “On the predictability of asset returns”
|
Bekaert, Geert
|
|
2001
|
|
5 |
p. 451-457
7 p.
|
artikel
|
| 59 |
Entry, exit and trading profits: A look at the trading strategies of a proprietary trading team
|
Garvey, Ryan
|
|
2005
|
|
5 |
p. 629-649
21 p.
|
artikel
|
| 60 |
Estimating daily volatility in financial markets utilizing intraday data
|
Bollen, Bernard
|
|
2002
|
|
5 |
p. 551-562
12 p.
|
artikel
|
| 61 |
Estimation of a rational expectations model of the term structure
|
Melino, Angelo
|
|
2001
|
|
5 |
p. 639-668
30 p.
|
artikel
|
| 62 |
Evaluating stochastic discount factors from term structure models
|
Farnsworth, Heber K.
|
|
2009
|
|
5 |
p. 852-861
10 p.
|
artikel
|
| 63 |
Exact distribution-free tests of mean-variance efficiency
|
Gungor, Sermin
|
|
2009
|
|
5 |
p. 816-829
14 p.
|
artikel
|
| 64 |
Explaining asymmetric volatility around the world
|
Talpsepp, Tõnn
|
|
2010
|
|
5 |
p. 938-956
19 p.
|
artikel
|
| 65 |
Firm level return–volatility analysis using dynamic panels
|
Smith, L. Vanessa
|
|
2011
|
|
5 |
p. 847-867
21 p.
|
artikel
|
| 66 |
Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness
|
Hueng, C. James
|
|
2005
|
|
5 |
p. 666-685
20 p.
|
artikel
|
| 67 |
Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts
|
Benavides, Guillermo
|
|
2012
|
|
5 |
p. 627-639
13 p.
|
artikel
|
| 68 |
Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon
|
Andersen, Torben G
|
|
1999
|
|
5 |
p. 457-477
21 p.
|
artikel
|
| 69 |
Fractal market time
|
McCulloch, James
|
|
2012
|
|
5 |
p. 686-701
16 p.
|
artikel
|
| 70 |
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
|
Ledoit, Olivier
|
|
2003
|
|
5 |
p. 603-621
19 p.
|
artikel
|
| 71 |
Index
|
|
|
1999
|
|
5 |
p. 613-614
2 p.
|
artikel
|
| 72 |
Information diffusion in electronic and floor trading
|
Franke, Günter
|
|
2000
|
|
5 |
p. 455-478
24 p.
|
artikel
|
| 73 |
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
|
Dionne, Georges
|
|
2009
|
|
5 |
p. 777-792
16 p.
|
artikel
|
| 74 |
Is CEO certification of earnings numbers value-relevant?
|
Bhattacharya, Utpal
|
|
2007
|
|
5 |
p. 611-635
25 p.
|
artikel
|
| 75 |
Jackknifing stock return predictions
|
Chiquoine, Benjamin
|
|
2009
|
|
5 |
p. 793-803
11 p.
|
artikel
|
| 76 |
Justifying top management pay in a transitional economy
|
Firth, Michael
|
|
2010
|
|
5 |
p. 852-866
15 p.
|
artikel
|
| 77 |
List of referees
|
|
|
2003
|
|
5 |
p. 683-684
2 p.
|
artikel
|
| 78 |
List of referees
|
|
|
2001
|
|
5 |
p. 705-
1 p.
|
artikel
|
| 79 |
List of referees
|
|
|
2005
|
|
5 |
p. III-IV
nvt p.
|
artikel
|
| 80 |
List of referees
|
|
|
2004
|
|
5 |
p. 733-734
2 p.
|
artikel
|
| 81 |
Macroeconomic announcement effects on the covariance structure of government bond returns
|
Christiansen, Charlotte
|
|
2000
|
|
5 |
p. 479-507
29 p.
|
artikel
|
| 82 |
Market makers as information providers: The natural experiment of STAR
|
Perotti, Pietro
|
|
2010
|
|
5 |
p. 895-917
23 p.
|
artikel
|
| 83 |
Market timing and return prediction under model instability
|
Pesaran, M.Hashem
|
|
2002
|
|
5 |
p. 495-510
16 p.
|
artikel
|
| 84 |
Markov-switching in target stocks during takeover bids
|
Gelman, Sergey
|
|
2009
|
|
5 |
p. 745-758
14 p.
|
artikel
|
| 85 |
Measuring and modeling systematic risk in factor pricing models using high-frequency data
|
Bollerslev, Tim
|
|
2003
|
|
5 |
p. 533-558
26 p.
|
artikel
|
| 86 |
Modeling the Euro overnight rate
|
Benito, Francis
|
|
2007
|
|
5 |
p. 756-782
27 p.
|
artikel
|
| 87 |
Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables
|
Lekkos, Ilias
|
|
2007
|
|
5 |
p. 783-817
35 p.
|
artikel
|
| 88 |
Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets
|
Jansen, Dennis W.
|
|
2010
|
|
5 |
p. 981-990
10 p.
|
artikel
|
| 89 |
Multinationals do it better: Evidence on the efficiency of corporations' capital budgeting
|
Greene, William H.
|
|
2009
|
|
5 |
p. 703-720
18 p.
|
artikel
|
| 90 |
Multivariate extremes for models with constant conditional correlations
|
Stărică, Cătălin
|
|
1999
|
|
5 |
p. 515-553
39 p.
|
artikel
|
| 91 |
Nonlinearity and smoothing in venture capital performance data
|
McKenzie, Michael
|
|
2012
|
|
5 |
p. 782-795
14 p.
|
artikel
|
| 92 |
Nonlinear prediction of exchange rates with monetary fundamentals
|
Qi, Min
|
|
2003
|
|
5 |
p. 623-640
18 p.
|
artikel
|
| 93 |
Nonparametric rank tests for event studies
|
Kolari, James W.
|
|
2011
|
|
5 |
p. 953-971
19 p.
|
artikel
|
| 94 |
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis
|
Kim, Hyeongwoo
|
|
2009
|
|
5 |
p. 734-744
11 p.
|
artikel
|
| 95 |
Optimal portfolio choice in real terms: Measuring the benefits of TIPS
|
Cartea, Álvaro
|
|
2012
|
|
5 |
p. 721-740
20 p.
|
artikel
|
| 96 |
Order dynamics: Recent evidence from the NYSE
|
Ellul, Andrew
|
|
2007
|
|
5 |
p. 636-661
26 p.
|
artikel
|
| 97 |
Outside Back Cover/Barcode
|
|
|
2004
|
|
5 |
p. OBC-
1 p.
|
artikel
|
| 98 |
Predictable behavior, profits, and attention
|
Seasholes, Mark S.
|
|
2007
|
|
5 |
p. 590-610
21 p.
|
artikel
|
| 99 |
Predicting systematic risk: Implications from growth options
|
Jacquier, Eric
|
|
2010
|
|
5 |
p. 991-1005
15 p.
|
artikel
|
| 100 |
Predicting tail-related risk measures: The consequences of using GARCH filters for non-GARCH data
|
Jalal, Amine
|
|
2008
|
|
5 |
p. 868-877
10 p.
|
artikel
|
| 101 |
Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms
|
de Haan, Leo
|
|
2003
|
|
5 |
p. 661-681
21 p.
|
artikel
|
| 102 |
Price discovery in tick time
|
Frijns, Bart
|
|
2009
|
|
5 |
p. 759-776
18 p.
|
artikel
|
| 103 |
Pricing behavior in an off-hours computerized market
|
Coppejans, Mark
|
|
1999
|
|
5 |
p. 583-607
25 p.
|
artikel
|
| 104 |
Product market relationships and cost of bank loans: Evidence from strategic alliances
|
Fang, Yiwei
|
|
2012
|
|
5 |
p. 653-674
22 p.
|
artikel
|
| 105 |
Rating mutual funds: Construction and information content of an investor-cost based rating of Danish mutual funds
|
Bechmann, Ken L.
|
|
2007
|
|
5 |
p. 662-693
32 p.
|
artikel
|
| 106 |
Regression analysis of proportions in finance with self selection
|
Cook, Douglas O.
|
|
2008
|
|
5 |
p. 860-867
8 p.
|
artikel
|
| 107 |
Relationship lending and firm innovativeness
|
Giannetti, Caterina
|
|
2012
|
|
5 |
p. 762-781
20 p.
|
artikel
|
| 108 |
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy
|
Rompolis, Leonidas S.
|
|
2010
|
|
5 |
p. 918-937
20 p.
|
artikel
|
| 109 |
Robust performance hypothesis testing with the Sharpe ratio
|
Ledoit, Oliver
|
|
2008
|
|
5 |
p. 850-859
10 p.
|
artikel
|
| 110 |
Semiparametric estimation of a characteristic-based factor model of common stock returns
|
Connor, Gregory
|
|
2007
|
|
5 |
p. 694-717
24 p.
|
artikel
|
| 111 |
Short-term predictability of equity returns along two style dimensions
|
Shynkevich, Andrei
|
|
2012
|
|
5 |
p. 675-685
11 p.
|
artikel
|
| 112 |
Small-cap equity mutual fund managers as liquidity providers
|
Shawky, Hany A.
|
|
2011
|
|
5 |
p. 802-814
13 p.
|
artikel
|
| 113 |
Specification tests of asset pricing models using excess returns
|
Kan, Raymond
|
|
2008
|
|
5 |
p. 816-838
23 p.
|
artikel
|
| 114 |
Speculative attacks to currency target zones: A market microstructure approach
|
Carrera, José M
|
|
1999
|
|
5 |
p. 555-582
28 p.
|
artikel
|
| 115 |
Speed of convergence to market efficiency: The role of ECNs
|
Chung, Dennis Y.
|
|
2012
|
|
5 |
p. 702-720
19 p.
|
artikel
|
| 116 |
Stock and bond returns with Moody Investors
|
Bekaert, Geert
|
|
2010
|
|
5 |
p. 867-894
28 p.
|
artikel
|
| 117 |
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
|
Kim, Jae H.
|
|
2011
|
|
5 |
p. 868-879
12 p.
|
artikel
|
| 118 |
Structural change and long-range dependence in volatility of exchange rates: either, neither or both?
|
Morana, Claudio
|
|
2004
|
|
5 |
p. 629-658
30 p.
|
artikel
|
| 119 |
Structural change in the forward discount: Implications for the forward rate unbiasedness hypothesis
|
Sakoulis, Georgios
|
|
2010
|
|
5 |
p. 957-966
10 p.
|
artikel
|
| 120 |
Testing conditional factor models: A nonparametric approach
|
Li, Yan
|
|
2011
|
|
5 |
p. 972-992
21 p.
|
artikel
|
| 121 |
Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach
|
Moschini, GianCarlo
|
|
2002
|
|
5 |
p. 589-603
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