| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
|
Lejeune, Bernard
|
|
2009
|
16 |
3 |
p. 507-523
17 p.
|
article
|
| 2 |
Correlation risk
|
Krishnan, C.N.V.
|
|
2009
|
16 |
3 |
p. 353-367
15 p.
|
article
|
| 3 |
Editorial Board
|
|
|
2009
|
16 |
3 |
p. IFC-
1 p.
|
article
|
| 4 |
Empirical evidence on jumps in the term structure of the US Treasury Market
|
Dungey, Mardi
|
|
2009
|
16 |
3 |
p. 430-445
16 p.
|
article
|
| 5 |
Estimation of default probabilities using incomplete contracts data
|
Santos Silva, J.M.C.
|
|
2009
|
16 |
3 |
p. 457-465
9 p.
|
article
|
| 6 |
Herding and information based trading
|
Zhou, Rhea Tingyu
|
|
2009
|
16 |
3 |
p. 388-393
6 p.
|
article
|
| 7 |
Improvement in finite sample properties of the Hansen–Jagannathan distance test
|
Ren, Yu
|
|
2009
|
16 |
3 |
p. 483-506
24 p.
|
article
|
| 8 |
Investor sentiment and stock returns: Some international evidence
|
Schmeling, Maik
|
|
2009
|
16 |
3 |
p. 394-408
15 p.
|
article
|
| 9 |
Optimal futures hedging under jump switching dynamics
|
Lee, Hsiang-Tai
|
|
2009
|
16 |
3 |
p. 446-456
11 p.
|
article
|
| 10 |
Sample selection and event study estimation
|
Ahern, Kenneth R.
|
|
2009
|
16 |
3 |
p. 466-482
17 p.
|
article
|
| 11 |
The cross section of cashflow volatility and expected stock returns
|
Huang, Alan Guoming
|
|
2009
|
16 |
3 |
p. 409-429
21 p.
|
article
|
| 12 |
Time-varying Integration and International diversification strategies
|
Baele, Lieven
|
|
2009
|
16 |
3 |
p. 368-387
20 p.
|
article
|
Journal description