| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A causal link between bond liquidity and stock returns
|
Anderson, Mike
|
|
2017
|
44 |
C |
p. 190-208
|
artikel
|
| 2 |
Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks
|
Xyngis, Georgios
|
|
2017
|
44 |
C |
p. 43-65
|
artikel
|
| 3 |
Diversification benefits of commodities: A stochastic dominance efficiency approach
|
Daskalaki, Charoula
|
|
2017
|
44 |
C |
p. 250-269
|
artikel
|
| 4 |
Does oil and gold price uncertainty matter for the stock market?
|
Bams, Dennis
|
|
2017
|
44 |
C |
p. 270-285
|
artikel
|
| 5 |
Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors
|
Li, Xindan
|
|
2017
|
44 |
C |
p. 1-18
|
artikel
|
| 6 |
Editorial Board
|
|
|
2017
|
44 |
C |
p. IFC
|
artikel
|
| 7 |
Forecasting the term structure of government bond yields in unstable environments
|
Byrne, Joseph P.
|
|
2017
|
44 |
C |
p. 209-225
|
artikel
|
| 8 |
How some bankers made a million by trading just two securities?
|
Rinne, Kalle
|
|
2017
|
44 |
C |
p. 304-315
|
artikel
|
| 9 |
Idiosyncratic returns and relative value in the US Treasury market
|
Nielsen, Youngju
|
|
2017
|
44 |
C |
p. 125-144
|
artikel
|
| 10 |
Level, structure, and volatility of financial development and inflation targeting
|
Huang, Ho-Chuan (River)
|
|
2017
|
44 |
C |
p. 108-124
|
artikel
|
| 11 |
Nonparametric estimates of pricing functionals
|
Marinelli, Carlo
|
|
2017
|
44 |
C |
p. 19-35
|
artikel
|
| 12 |
Profitability of insider trading in Europe: A performance evaluation approach
|
Gębka, Bartosz
|
|
2017
|
44 |
C |
p. 66-90
|
artikel
|
| 13 |
Readability of financial advisor disclosures
|
Lahtinen, Kyre Dane
|
|
2017
|
44 |
C |
p. 36-42
|
artikel
|
| 14 |
Rethinking cointegration and the expectation hypothesis of the term structure
|
Li, Jing
|
|
2017
|
44 |
C |
p. 177-189
|
artikel
|
| 15 |
Systemic risk with endogenous loss given default
|
IJtsma, Pieter
|
|
2017
|
44 |
C |
p. 145-157
|
artikel
|
| 16 |
Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds
|
Rakowski, David
|
|
2017
|
44 |
C |
p. 91-107
|
artikel
|
| 17 |
The evolving beta-liquidity relationship of hedge funds
|
Siegmann, Arjen
|
|
2017
|
44 |
C |
p. 286-303
|
artikel
|
| 18 |
The long and the short of convertible arbitrage: An empirical examination of arbitrageurs’ holding periods
|
Marle, Mats van
|
|
2017
|
44 |
C |
p. 237-249
|
artikel
|
| 19 |
The search for yield: Implications to alternative investments
|
Kräussl, Roman
|
|
2017
|
44 |
C |
p. 227-236
|
artikel
|
| 20 |
Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market
|
Risse, Marian
|
|
2017
|
44 |
C |
p. 158-176
|
artikel
|
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