| no |
title |
author |
magazine |
year |
volume |
issue |
page(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.
|
article
|
| 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.
|
article
|
| 3 |
Earnings management before IPOs: Are institutional investors misled?
|
Gao, Shenghao
|
|
2017
|
42 |
C |
p. 90-108
19 p.
|
article
|
| 4 |
Editorial Board
|
|
|
2017
|
42 |
C |
p. IFC-
1 p.
|
article
|
| 5 |
Finance conference quality and publication success: A conference ranking
|
Reinartz, Sebastian J.
|
|
2017
|
42 |
C |
p. 155-174
20 p.
|
article
|
| 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.
|
article
|
| 7 |
Foreign exchange predictability and the carry trade: A decomposition approach
|
Anatolyev, Stanislav
|
|
2017
|
42 |
C |
p. 199-211
13 p.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
| 11 |
Overreaction and the cross-section of returns: International evidence
|
Blackburn, Douglas W.
|
|
2017
|
42 |
C |
p. 1-14
14 p.
|
article
|
| 12 |
Systemic risk and cross-sectional hedge fund returns
|
Hwang, Inchang
|
|
2017
|
42 |
C |
p. 109-130
22 p.
|
article
|
| 13 |
The cross-section of consumer lending risk
|
Desai, Chintal Ajitbhai
|
|
2017
|
42 |
C |
p. 256-282
27 p.
|
article
|
| 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.
|
article
|
Journal description