nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Aggregational Gaussianity and barely infinite variance in financial returns
|
Antypas, Antonios |
|
2013 |
20 |
C |
p. 102-108 7 p. |
artikel |
2 |
A global approach to mutual funds market timing ability
|
Bodson, Laurent |
|
2013 |
20 |
C |
p. 96-101 6 p. |
artikel |
3 |
Another look at the cross-section and time-series of stock returns: 1951 to 2011
|
Du, Ding |
|
2013 |
20 |
C |
p. 130-146 17 p. |
artikel |
4 |
Do strategic alliances in a developing country create firm value? Evidence from Korean firms
|
Lee, Hyunchul |
|
2013 |
20 |
C |
p. 30-41 12 p. |
artikel |
5 |
Editorial Board
|
|
|
2013 |
20 |
C |
p. IFC- 1 p. |
artikel |
6 |
Liquidity and firm investment: Evidence for Latin America
|
Muñoz, Francisco |
|
2013 |
20 |
C |
p. 18-29 12 p. |
artikel |
7 |
Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices
|
Perron, Pierre |
|
2013 |
20 |
C |
p. 42-62 21 p. |
artikel |
8 |
The international evidence on discouraged small businesses
|
Chakravarty, Sugato |
|
2013 |
20 |
C |
p. 63-82 20 p. |
artikel |
9 |
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
|
Varneskov, Rasmus |
|
2013 |
20 |
C |
p. 83-95 13 p. |
artikel |
10 |
Two-pass estimation of risk premiums with multicollinear and near-invariant betas
|
Ahn, Seung C. |
|
2013 |
20 |
C |
p. 1-17 17 p. |
artikel |
11 |
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?
|
Rangvid, Jesper |
|
2013 |
20 |
C |
p. 109-129 21 p. |
artikel |