nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain
|
Mihov, Atanas |
|
2017 |
40 |
C |
p. 73-100 28 p. |
artikel |
2 |
Dynamic cross-autocorrelation in stock returns
|
Kinnunen, Jyri |
|
2017 |
40 |
C |
p. 162-173 12 p. |
artikel |
3 |
Earnings announcements and option returns
|
Chung, Sung Gon |
|
2017 |
40 |
C |
p. 220-235 16 p. |
artikel |
4 |
Editorial Board
|
|
|
2017 |
40 |
C |
p. IFC- 1 p. |
artikel |
5 |
Improving the accuracy of asset price bubble start and end date estimators
|
Harvey, David I. |
|
2017 |
40 |
C |
p. 121-138 18 p. |
artikel |
6 |
Informed retail investors: Evidence from retail short sales
|
Gamble, Keith Jacks |
|
2017 |
40 |
C |
p. 59-72 14 p. |
artikel |
7 |
Institutional ownership and aggregate volatility risk
|
Barinov, Alexander |
|
2017 |
40 |
C |
p. 20-38 19 p. |
artikel |
8 |
Marked Hawkes process modeling of price dynamics and volatility estimation
|
Lee, Kyungsub |
|
2017 |
40 |
C |
p. 174-200 27 p. |
artikel |
9 |
Relation between higher order comoments and dependence structure of equity portfolio
|
Cerrato, Mario |
|
2017 |
40 |
C |
p. 101-120 20 p. |
artikel |
10 |
Return expectations and risk aversion heterogeneity in household portfolios
|
Bucciol, Alessandro |
|
2017 |
40 |
C |
p. 201-219 19 p. |
artikel |
11 |
The success of option listings
|
Bernales, Alejandro |
|
2017 |
40 |
C |
p. 139-161 23 p. |
artikel |
12 |
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress
|
Alexeev, Vitali |
|
2017 |
40 |
C |
p. 1-19 19 p. |
artikel |
13 |
What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes
|
Jiang, George J. |
|
2017 |
40 |
C |
p. 39-58 20 p. |
artikel |