| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Editorial Board
|
|
|
2011
|
18 |
2 |
p. IFC-
1 p.
|
article
|
| 2 |
“KLICing” there and back again: Portfolio selection using the empirical likelihood divergence and Hellinger distance
|
Haley, M. Ryan
|
|
2011
|
18 |
2 |
p. 341-352
12 p.
|
article
|
| 3 |
Lack of consumer confidence and stock returns
|
Chen, Shiu-Sheng
|
|
2011
|
18 |
2 |
p. 225-236
12 p.
|
article
|
| 4 |
Long memory and nonlinearity in conditional variances: A smooth transition FIGARCH model
|
Kılıç, Rehim
|
|
2011
|
18 |
2 |
p. 368-378
11 p.
|
article
|
| 5 |
Market discipline and too-big-to-fail in the CDS market: Does banks' size reduce market discipline?
|
Völz, Manja
|
|
2011
|
18 |
2 |
p. 195-210
16 p.
|
article
|
| 6 |
Measuring the effects of geographical distance on stock market correlation
|
Eckel, Stefanie
|
|
2011
|
18 |
2 |
p. 237-247
11 p.
|
article
|
| 7 |
Risk and return in convertible arbitrage: Evidence from the convertible bond market
|
Agarwal, Vikas
|
|
2011
|
18 |
2 |
p. 175-194
20 p.
|
article
|
| 8 |
Robust estimation of intraweek periodicity in volatility and jump detection
|
Boudt, Kris
|
|
2011
|
18 |
2 |
p. 353-367
15 p.
|
article
|
| 9 |
Size, book-to-market ratio and macroeconomic news
|
Cenesizoglu, Tolga
|
|
2011
|
18 |
2 |
p. 248-270
23 p.
|
article
|
| 10 |
The critical role of conditioning information in determining if value is really riskier than growth
|
Cooper, Michael J.
|
|
2011
|
18 |
2 |
p. 289-305
17 p.
|
article
|
| 11 |
The index premium and its hidden cost for index funds
|
Petajisto, Antti
|
|
2011
|
18 |
2 |
p. 271-288
18 p.
|
article
|
| 12 |
The risk–return tradeoff: A COGARCH analysis of Merton's hypothesis
|
Müller, Gernot
|
|
2011
|
18 |
2 |
p. 306-320
15 p.
|
article
|
| 13 |
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
|
Liu, Peng
|
|
2011
|
18 |
2 |
p. 211-224
14 p.
|
article
|
| 14 |
When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions
|
Groß-Klußmann, Axel
|
|
2011
|
18 |
2 |
p. 321-340
20 p.
|
article
|
Journal description