| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Acknowledgement to our Reviewers
|
|
|
2009
|
16 |
5 |
p. 701-702
2 p.
|
article
|
| 2 |
Applying the method of simulated moments to estimate a small agent-based asset pricing model
|
Franke, Reiner
|
|
2009
|
16 |
5 |
p. 804-815
12 p.
|
article
|
| 3 |
Central bank interventions and implied exchange rate correlations
|
Nikkinen, Jussi
|
|
2009
|
16 |
5 |
p. 862-873
12 p.
|
article
|
| 4 |
Dual long-memory, structural breaks and the link between turnover and the range-based volatility
|
Karanasos, M.
|
|
2009
|
16 |
5 |
p. 838-851
14 p.
|
article
|
| 5 |
Editorial Board
|
|
|
2009
|
16 |
5 |
p. IFC-
1 p.
|
article
|
| 6 |
Evaluating stochastic discount factors from term structure models
|
Farnsworth, Heber K.
|
|
2009
|
16 |
5 |
p. 852-861
10 p.
|
article
|
| 7 |
Exact distribution-free tests of mean-variance efficiency
|
Gungor, Sermin
|
|
2009
|
16 |
5 |
p. 816-829
14 p.
|
article
|
| 8 |
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
|
Dionne, Georges
|
|
2009
|
16 |
5 |
p. 777-792
16 p.
|
article
|
| 9 |
Jackknifing stock return predictions
|
Chiquoine, Benjamin
|
|
2009
|
16 |
5 |
p. 793-803
11 p.
|
article
|
| 10 |
Markov-switching in target stocks during takeover bids
|
Gelman, Sergey
|
|
2009
|
16 |
5 |
p. 745-758
14 p.
|
article
|
| 11 |
Multinationals do it better: Evidence on the efficiency of corporations' capital budgeting
|
Greene, William H.
|
|
2009
|
16 |
5 |
p. 703-720
18 p.
|
article
|
| 12 |
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis
|
Kim, Hyeongwoo
|
|
2009
|
16 |
5 |
p. 734-744
11 p.
|
article
|
| 13 |
Price discovery in tick time
|
Frijns, Bart
|
|
2009
|
16 |
5 |
p. 759-776
18 p.
|
article
|
| 14 |
Testing the CAPM revisited
|
Ray, Surajit
|
|
2009
|
16 |
5 |
p. 721-733
13 p.
|
article
|
| 15 |
The magnet effect of price limits: A logit approach
|
Hsieh, Ping-Hung
|
|
2009
|
16 |
5 |
p. 830-837
8 p.
|
article
|
Journal description