| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Asset pricing models and economic risk premia: A decomposition
|
Balduzzi, Pierluigi
|
|
2010
|
17 |
1 |
p. 54-80
27 p.
|
artikel
|
| 2 |
Editorial Board
|
|
|
2010
|
17 |
1 |
p. IFC-
1 p.
|
artikel
|
| 3 |
Is there a symmetric nonlinear causal relationship between large and small firms?
|
Francis, Bill B.
|
|
2010
|
17 |
1 |
p. 23-38
16 p.
|
artikel
|
| 4 |
Modeling and forecasting stock return volatility using a random level shift model
|
Lu, Yang K.
|
|
2010
|
17 |
1 |
p. 138-156
19 p.
|
artikel
|
| 5 |
Modeling the dynamics of inflation compensation
|
Jochmann, Markus
|
|
2010
|
17 |
1 |
p. 157-167
11 p.
|
artikel
|
| 6 |
‘Optimal’ probabilistic and directional predictions of financial returns
|
Thomakos, Dimitrios D.
|
|
2010
|
17 |
1 |
p. 102-119
18 p.
|
artikel
|
| 7 |
Predicting issuer credit ratings using a semiparametric method
|
Hwang, Ruey-Ching
|
|
2010
|
17 |
1 |
p. 120-137
18 p.
|
artikel
|
| 8 |
Strategic trading in the wrong direction by a large institutional insider
|
Giambona, Erasmo
|
|
2010
|
17 |
1 |
p. 1-22
22 p.
|
artikel
|
| 9 |
Technology prospects and the cross-section of stock returns
|
Hsu, Po-Hsuan
|
|
2010
|
17 |
1 |
p. 39-53
15 p.
|
artikel
|
| 10 |
Trading activity, realized volatility and jumps
|
Giot, Pierre
|
|
2010
|
17 |
1 |
p. 168-175
8 p.
|
artikel
|
| 11 |
When does the dividend–price ratio predict stock returns?
|
Park, Cheolbeom
|
|
2010
|
17 |
1 |
p. 81-101
21 p.
|
artikel
|
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