nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A semiparametric model for the systematic factors of portfolio credit risk premia
|
Giammarino, Flavia |
|
2009 |
16 |
4 |
p. 655-670 16 p. |
artikel |
2 |
Editorial Board
|
|
|
2009 |
16 |
4 |
p. IFC- 1 p. |
artikel |
3 |
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
|
Møller, Stig Vinther |
|
2009 |
16 |
4 |
p. 525-536 12 p. |
artikel |
4 |
Institutional ownership and credit spreads: An information asymmetry perspective
|
Wang, Ashley W. |
|
2009 |
16 |
4 |
p. 597-612 16 p. |
artikel |
5 |
International comovement of stock market returns: A wavelet analysis
|
Rua, António |
|
2009 |
16 |
4 |
p. 632-639 8 p. |
artikel |
6 |
Investigation of the costly-arbitrage model of price formation around the ex-dividend day in Norway
|
Dai, Qinglei |
|
2009 |
16 |
4 |
p. 582-596 15 p. |
artikel |
7 |
Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM
|
Adrian, Tobias |
|
2009 |
16 |
4 |
p. 537-556 20 p. |
artikel |
8 |
L-performance with an application to hedge funds
|
Darolles, Serge |
|
2009 |
16 |
4 |
p. 671-685 15 p. |
artikel |
9 |
Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices
|
Phylaktis, Kate |
|
2009 |
16 |
4 |
p. 640-654 15 p. |
artikel |
10 |
Stock price and systematic risk effects of discontinuation of corporate R&D programs
|
Saad, Mohsen |
|
2009 |
16 |
4 |
p. 568-581 14 p. |
artikel |
11 |
The information content of stock splits
|
Huang, Gow-Cheng |
|
2009 |
16 |
4 |
p. 557-567 11 p. |
artikel |
12 |
Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries
|
Sarkar, Asani |
|
2009 |
16 |
4 |
p. 613-631 19 p. |
artikel |
13 |
Which power variation predicts volatility well?
|
Ghysels, Eric |
|
2009 |
16 |
4 |
p. 686-700 15 p. |
artikel |