nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Can investor sentiment be a momentum time-series predictor? Evidence from China
|
Han, Xing |
|
2017 |
42 |
C |
p. 212-239 28 p. |
artikel |
2 |
Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates
|
Fries, Christian P. |
|
2017 |
42 |
C |
p. 175-198 24 p. |
artikel |
3 |
Earnings management before IPOs: Are institutional investors misled?
|
Gao, Shenghao |
|
2017 |
42 |
C |
p. 90-108 19 p. |
artikel |
4 |
Editorial Board
|
|
|
2017 |
42 |
C |
p. IFC- 1 p. |
artikel |
5 |
Finance conference quality and publication success: A conference ranking
|
Reinartz, Sebastian J. |
|
2017 |
42 |
C |
p. 155-174 20 p. |
artikel |
6 |
Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?
|
Nonejad, Nima |
|
2017 |
42 |
C |
p. 131-154 24 p. |
artikel |
7 |
Foreign exchange predictability and the carry trade: A decomposition approach
|
Anatolyev, Stanislav |
|
2017 |
42 |
C |
p. 199-211 13 p. |
artikel |
8 |
Heterogeneous effect of the global financial crisis and the Great East Japan Earthquake on costs of Japanese banks
|
Besstremyannaya, Galina |
|
2017 |
42 |
C |
p. 66-89 24 p. |
artikel |
9 |
Informed or speculative trading? Evidence from short selling before star and non-star analysts’ downgrade announcements in an emerging market
|
Meng, Qingbin |
|
2017 |
42 |
C |
p. 240-255 16 p. |
artikel |
10 |
Informed trading in S&P index options? Evidence from the 2008 financial crisis
|
Li, Wei-Xuan |
|
2017 |
42 |
C |
p. 40-65 26 p. |
artikel |
11 |
Overreaction and the cross-section of returns: International evidence
|
Blackburn, Douglas W. |
|
2017 |
42 |
C |
p. 1-14 14 p. |
artikel |
12 |
Systemic risk and cross-sectional hedge fund returns
|
Hwang, Inchang |
|
2017 |
42 |
C |
p. 109-130 22 p. |
artikel |
13 |
The cross-section of consumer lending risk
|
Desai, Chintal Ajitbhai |
|
2017 |
42 |
C |
p. 256-282 27 p. |
artikel |
14 |
Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors
|
Kang, Byoung Uk |
|
2017 |
42 |
C |
p. 15-39 25 p. |
artikel |