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 |