| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Aggregate investor preferences and beliefs: A comment
|
Post, Thierry
|
|
2013
|
23 |
C |
p. 187-190
4 p.
|
article
|
| 2 |
Comoment risk and stock returns
|
Lambert, M.
|
|
2013
|
23 |
C |
p. 191-205
15 p.
|
article
|
| 3 |
Editorial Board
|
|
|
2013
|
23 |
C |
p. IFC-
1 p.
|
article
|
| 4 |
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition
|
Chelley-Steeley, Patricia
|
|
2013
|
23 |
C |
p. 1-15
15 p.
|
article
|
| 5 |
Implied liquidity: Model sensitivity
|
Albrecher, Hansjoerg
|
|
2013
|
23 |
C |
p. 48-67
20 p.
|
article
|
| 6 |
Informational role of market makers: The case of exchange traded CFDs
|
Lepone, Andrew
|
|
2013
|
23 |
C |
p. 84-92
9 p.
|
article
|
| 7 |
Misclassification of the dependent variable in a debt–repayment behavior context
|
Aller, Carlos
|
|
2013
|
23 |
C |
p. 162-172
11 p.
|
article
|
| 8 |
Testing for monotonicity in expected asset returns
|
Romano, Joseph P.
|
|
2013
|
23 |
C |
p. 93-116
24 p.
|
article
|
| 9 |
The disciplinary effect of subordinated debt on bank risk taking
|
Nguyen, Tu
|
|
2013
|
23 |
C |
p. 117-141
25 p.
|
article
|
| 10 |
The forward premium in electricity futures
|
Bunn, Derek W.
|
|
2013
|
23 |
C |
p. 173-186
14 p.
|
article
|
| 11 |
The information content of risk-neutral skewness for volatility forecasting
|
Byun, Suk Joon
|
|
2013
|
23 |
C |
p. 142-161
20 p.
|
article
|
| 12 |
Value at risk forecasts by extreme value models in a conditional duration framework
|
Herrera, Rodrigo
|
|
2013
|
23 |
C |
p. 33-47
15 p.
|
article
|
| 13 |
Variance risk premiums in foreign exchange markets
|
Ammann, Manuel
|
|
2013
|
23 |
C |
p. 16-32
17 p.
|
article
|
| 14 |
What do price discovery metrics really measure?
|
Putniņš, Tālis J.
|
|
2013
|
23 |
C |
p. 68-83
16 p.
|
article
|
Journal description