| no |
title |
author |
magazine |
year |
volume |
issue |
page(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.
|
article
|
| 2 |
Dynamic cross-autocorrelation in stock returns
|
Kinnunen, Jyri
|
|
2017
|
40 |
C |
p. 162-173
12 p.
|
article
|
| 3 |
Earnings announcements and option returns
|
Chung, Sung Gon
|
|
2017
|
40 |
C |
p. 220-235
16 p.
|
article
|
| 4 |
Editorial Board
|
|
|
2017
|
40 |
C |
p. IFC-
1 p.
|
article
|
| 5 |
Improving the accuracy of asset price bubble start and end date estimators
|
Harvey, David I.
|
|
2017
|
40 |
C |
p. 121-138
18 p.
|
article
|
| 6 |
Informed retail investors: Evidence from retail short sales
|
Gamble, Keith Jacks
|
|
2017
|
40 |
C |
p. 59-72
14 p.
|
article
|
| 7 |
Institutional ownership and aggregate volatility risk
|
Barinov, Alexander
|
|
2017
|
40 |
C |
p. 20-38
19 p.
|
article
|
| 8 |
Marked Hawkes process modeling of price dynamics and volatility estimation
|
Lee, Kyungsub
|
|
2017
|
40 |
C |
p. 174-200
27 p.
|
article
|
| 9 |
Relation between higher order comoments and dependence structure of equity portfolio
|
Cerrato, Mario
|
|
2017
|
40 |
C |
p. 101-120
20 p.
|
article
|
| 10 |
Return expectations and risk aversion heterogeneity in household portfolios
|
Bucciol, Alessandro
|
|
2017
|
40 |
C |
p. 201-219
19 p.
|
article
|
| 11 |
The success of option listings
|
Bernales, Alejandro
|
|
2017
|
40 |
C |
p. 139-161
23 p.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
Journal description