| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A frequency-domain alternative to long-horizon regressions with application to return predictability
|
Sizova, Natalia
|
|
2014
|
28 |
C |
p. 261-272
12 p.
|
article
|
| 2 |
Are regime-shift sources of risk priced in the market?
|
Chourdakis, Kyriakos
|
|
2014
|
28 |
C |
p. 151-170
20 p.
|
article
|
| 3 |
Average funds versus average dollars: Implications for mutual fund research
|
Clifford, Christopher P.
|
|
2014
|
28 |
C |
p. 249-260
12 p.
|
article
|
| 4 |
Consumer confidence or the business cycle: What matters more for European expected returns?
|
Møller, Stig V.
|
|
2014
|
28 |
C |
p. 230-248
19 p.
|
article
|
| 5 |
Converting true returns into reported returns: A general theory of linear smoothing and anti-smoothing
|
McKenzie, Michael
|
|
2014
|
28 |
C |
p. 215-229
15 p.
|
article
|
| 6 |
Direct evidence of dividend tax clienteles
|
Dahlquist, Magnus
|
|
2014
|
28 |
C |
p. 1-12
12 p.
|
article
|
| 7 |
Editorial Board
|
|
|
2014
|
28 |
C |
p. IFC-
1 p.
|
article
|
| 8 |
Hedging the time-varying risk exposures of momentum returns
|
Martens, Martin
|
|
2014
|
28 |
C |
p. 78-89
12 p.
|
article
|
| 9 |
How did the financial crisis alter the correlations of U.S. yield spreads?
|
Contessi, Silvio
|
|
2014
|
28 |
C |
p. 362-385
24 p.
|
article
|
| 10 |
Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation
|
Tse, Yiu-Kuen
|
|
2014
|
28 |
C |
p. 352-361
10 p.
|
article
|
| 11 |
Market states and the risk-based explanation of the size premium
|
Hur, Jungshik
|
|
2014
|
28 |
C |
p. 139-150
12 p.
|
article
|
| 12 |
Modeling hedge fund lifetimes: A dependent competing risks framework with latent exit types
|
Haghani, Shermineh
|
|
2014
|
28 |
C |
p. 291-320
30 p.
|
article
|
| 13 |
On the distribution and estimation of trading costs
|
Kourtis, Apostolos
|
|
2014
|
28 |
C |
p. 104-117
14 p.
|
article
|
| 14 |
Order flow and volatility: An empirical investigation
|
Opschoor, Anne
|
|
2014
|
28 |
C |
p. 185-201
17 p.
|
article
|
| 15 |
Price and earnings momentum: An explanation using return decomposition
|
Mao, Mike Qinghao
|
|
2014
|
28 |
C |
p. 332-351
20 p.
|
article
|
| 16 |
Quantiles of the realized stock–bond correlation and links to the macroeconomy
|
Aslanidis, Nektarios
|
|
2014
|
28 |
C |
p. 321-331
11 p.
|
article
|
| 17 |
Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?
|
Salvador, Enrique
|
|
2014
|
28 |
C |
p. 60-77
18 p.
|
article
|
| 18 |
Regime switches in the risk–return trade-off
|
Ghysels, Eric
|
|
2014
|
28 |
C |
p. 118-138
21 p.
|
article
|
| 19 |
Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach
|
Jiang, Danling
|
|
2014
|
28 |
C |
p. 36-59
24 p.
|
article
|
| 20 |
Stock liquidity and the Taylor rule
|
Jiang, Lei
|
|
2014
|
28 |
C |
p. 202-214
13 p.
|
article
|
| 21 |
Stock returns on option expiration dates: Price impact of liquidity trading
|
Chiang, Chin-Han
|
|
2014
|
28 |
C |
p. 273-290
18 p.
|
article
|
| 22 |
The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange
|
Rose, Annica
|
|
2014
|
28 |
C |
p. 171-184
14 p.
|
article
|
| 23 |
Timescale-dependent stock market comovement: BRICs vs. developed markets
|
Lehkonen, Heikki
|
|
2014
|
28 |
C |
p. 90-103
14 p.
|
article
|
| 24 |
Trading activity in the equity market and its contingent claims: An empirical investigation
|
Roll, Richard
|
|
2014
|
28 |
C |
p. 13-35
23 p.
|
article
|
Journal description