| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Determinants of price discovery in the VIX futures market
|
Chen, Yu-Lun
|
|
2017
|
43 |
C |
p. 59-73
|
article
|
| 2 |
Editorial Board
|
|
|
2017
|
43 |
C |
p. IFC
|
article
|
| 3 |
Funding liquidity, market liquidity and TED spread: A two-regime model
|
Boudt, Kris
|
|
2017
|
43 |
C |
p. 143-158
|
article
|
| 4 |
Governance mechanisms and effective activism: Evidence from shareholder proposals on poison pills
|
Gine, Mireia
|
|
2017
|
43 |
C |
p. 185-202
|
article
|
| 5 |
International stock market comovement in time and scale outlined with a thick pen
|
Jach, Agnieszka
|
|
2017
|
43 |
C |
p. 115-129
|
article
|
| 6 |
Multiple risk measures for multivariate dynamic heavy–tailed models
|
Bernardi, Mauro
|
|
2017
|
43 |
C |
p. 1-32
|
article
|
| 7 |
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model
|
Pan, Zhiyuan
|
|
2017
|
43 |
C |
p. 130-142
|
article
|
| 8 |
Predicting international stock returns with conditional price-to-fundamental ratios
|
Lawrenz, Jochen
|
|
2017
|
43 |
C |
p. 159-184
|
article
|
| 9 |
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
|
Chan, Kam Fong
|
|
2017
|
43 |
C |
p. 43-58
|
article
|
| 10 |
The fundamental law of active management: Redux
|
Ding, Zhuanxin
|
|
2017
|
43 |
C |
p. 91-114
|
article
|
| 11 |
The profitability of low-volatility
|
Blitz, David
|
|
2017
|
43 |
C |
p. 33-42
|
article
|
| 12 |
Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation
|
Chakrabarty, Bidisha
|
|
2017
|
43 |
C |
p. 74-90
|
article
|
Journal description