| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Aggregational Gaussianity and barely infinite variance in financial returns
|
Antypas, Antonios
|
|
2013
|
20 |
C |
p. 102-108
7 p.
|
article
|
| 2 |
A global approach to mutual funds market timing ability
|
Bodson, Laurent
|
|
2013
|
20 |
C |
p. 96-101
6 p.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
| 5 |
Editorial Board
|
|
|
2013
|
20 |
C |
p. IFC-
1 p.
|
article
|
| 6 |
Liquidity and firm investment: Evidence for Latin America
|
Muñoz, Francisco
|
|
2013
|
20 |
C |
p. 18-29
12 p.
|
article
|
| 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.
|
article
|
| 8 |
The international evidence on discouraged small businesses
|
Chakravarty, Sugato
|
|
2013
|
20 |
C |
p. 63-82
20 p.
|
article
|
| 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.
|
article
|
| 10 |
Two-pass estimation of risk premiums with multicollinear and near-invariant betas
|
Ahn, Seung C.
|
|
2013
|
20 |
C |
p. 1-17
17 p.
|
article
|
| 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.
|
article
|
Journal description