| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Editorial Board
|
|
|
2011
|
18 |
3 |
p. IFC-
1 p.
|
article
|
| 2 |
Fixed-income fund performance: Role of luck and ability in tail membership
|
Ayadi, Mohamed A.
|
|
2011
|
18 |
3 |
p. 379-392
14 p.
|
article
|
| 3 |
How arbitrage-free is the Nelson–Siegel model?
|
Coroneo, Laura
|
|
2011
|
18 |
3 |
p. 393-407
15 p.
|
article
|
| 4 |
Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand
|
Visaltanachoti, Nuttawat
|
|
2011
|
18 |
3 |
p. 474-487
14 p.
|
article
|
| 5 |
Information, speed vs. cost trade-offs, and order routing decisions in U.S. equity markets
|
Garvey, Ryan
|
|
2011
|
18 |
3 |
p. 408-422
15 p.
|
article
|
| 6 |
Markets change every day: Evidence from the memory of trade direction
|
Axioglou, Christos
|
|
2011
|
18 |
3 |
p. 423-446
24 p.
|
article
|
| 7 |
Maximum likelihood estimation of non-affine volatility processes
|
Chourdakis, Kyriakos
|
|
2011
|
18 |
3 |
p. 533-545
13 p.
|
article
|
| 8 |
Modeling structural changes in the volatility process
|
Frijns, Bart
|
|
2011
|
18 |
3 |
p. 522-532
11 p.
|
article
|
| 9 |
Residual momentum
|
Blitz, David
|
|
2011
|
18 |
3 |
p. 506-521
16 p.
|
article
|
| 10 |
Stock market momentum, business conditions, and GARCH option pricing models
|
Chiang, Min-Hsien
|
|
2011
|
18 |
3 |
p. 488-505
18 p.
|
article
|
| 11 |
The cross-section of dynamics in idiosyncratic risk
|
Vozlyublennaia, Nadia
|
|
2011
|
18 |
3 |
p. 461-473
13 p.
|
article
|
| 12 |
The Monday effect revisited: An alternative testing approach
|
Alt, Raimund
|
|
2011
|
18 |
3 |
p. 447-460
14 p.
|
article
|
Journal description