nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Determinants of price discovery in the VIX futures market
|
Chen, Yu-Lun |
|
2017 |
43 |
C |
p. 59-73 |
artikel |
2 |
Editorial Board
|
|
|
2017 |
43 |
C |
p. IFC |
artikel |
3 |
Funding liquidity, market liquidity and TED spread: A two-regime model
|
Boudt, Kris |
|
2017 |
43 |
C |
p. 143-158 |
artikel |
4 |
Governance mechanisms and effective activism: Evidence from shareholder proposals on poison pills
|
Gine, Mireia |
|
2017 |
43 |
C |
p. 185-202 |
artikel |
5 |
International stock market comovement in time and scale outlined with a thick pen
|
Jach, Agnieszka |
|
2017 |
43 |
C |
p. 115-129 |
artikel |
6 |
Multiple risk measures for multivariate dynamic heavy–tailed models
|
Bernardi, Mauro |
|
2017 |
43 |
C |
p. 1-32 |
artikel |
7 |
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model
|
Pan, Zhiyuan |
|
2017 |
43 |
C |
p. 130-142 |
artikel |
8 |
Predicting international stock returns with conditional price-to-fundamental ratios
|
Lawrenz, Jochen |
|
2017 |
43 |
C |
p. 159-184 |
artikel |
9 |
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
|
Chan, Kam Fong |
|
2017 |
43 |
C |
p. 43-58 |
artikel |
10 |
The fundamental law of active management: Redux
|
Ding, Zhuanxin |
|
2017 |
43 |
C |
p. 91-114 |
artikel |
11 |
The profitability of low-volatility
|
Blitz, David |
|
2017 |
43 |
C |
p. 33-42 |
artikel |
12 |
Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation
|
Chakrabarty, Bidisha |
|
2017 |
43 |
C |
p. 74-90 |
artikel |