| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Acknowledgement to our Reviewers
|
|
|
2011
|
18 |
5 |
p. 779-781
3 p.
|
artikel
|
| 2 |
American option pricing with discrete and continuous time models: An empirical comparison
|
Stentoft, Lars
|
|
2011
|
18 |
5 |
p. 880-902
23 p.
|
artikel
|
| 3 |
Editorial Board
|
|
|
2011
|
18 |
5 |
p. IFC-
1 p.
|
artikel
|
| 4 |
Firm level return–volatility analysis using dynamic panels
|
Smith, L. Vanessa
|
|
2011
|
18 |
5 |
p. 847-867
21 p.
|
artikel
|
| 5 |
Nonparametric rank tests for event studies
|
Kolari, James W.
|
|
2011
|
18 |
5 |
p. 953-971
19 p.
|
artikel
|
| 6 |
Small-cap equity mutual fund managers as liquidity providers
|
Shawky, Hany A.
|
|
2011
|
18 |
5 |
p. 802-814
13 p.
|
artikel
|
| 7 |
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
|
Kim, Jae H.
|
|
2011
|
18 |
5 |
p. 868-879
12 p.
|
artikel
|
| 8 |
Testing conditional factor models: A nonparametric approach
|
Li, Yan
|
|
2011
|
18 |
5 |
p. 972-992
21 p.
|
artikel
|
| 9 |
The characteristics of informed trading: Implications for asset pricing
|
Aslan, Hadiye
|
|
2011
|
18 |
5 |
p. 782-801
20 p.
|
artikel
|
| 10 |
The fed and the term structure: Addressing simultaneity within a structural VAR model
|
Farka, Mira
|
|
2011
|
18 |
5 |
p. 935-952
18 p.
|
artikel
|
| 11 |
The risk appetite of private equity sponsors
|
Braun, Reiner
|
|
2011
|
18 |
5 |
p. 815-832
18 p.
|
artikel
|
| 12 |
The role of time-varying jump risk premia in pricing stock index options
|
Yun, Jaeho
|
|
2011
|
18 |
5 |
p. 833-846
14 p.
|
artikel
|
| 13 |
Understanding liquidity and credit risks in the financial crisis
|
Gefang, Deborah
|
|
2011
|
18 |
5 |
p. 903-914
12 p.
|
artikel
|
| 14 |
Words that shake traders
|
Rosa, Carlo
|
|
2011
|
18 |
5 |
p. 915-934
20 p.
|
artikel
|
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