| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
|
Krüger, Steffen
|
|
2018
|
47 |
C |
p. 246-262
|
artikel
|
| 2 |
A robust and powerful test of abnormal stock returns in long-horizon event studies
|
Dutta, Anupam
|
|
2018
|
47 |
C |
p. 1-24
|
artikel
|
| 3 |
Bank loan announcements and religious investors: Empirical evidence from Saudi Arabia
|
Almansour, Abdullah
|
|
2018
|
47 |
C |
p. 78-89
|
artikel
|
| 4 |
Cash savings and capital markets
|
McLean, R. David
|
|
2018
|
47 |
C |
p. 49-64
|
artikel
|
| 5 |
Crash risk and risk neutral densities
|
Chen, Ren-Raw
|
|
2018
|
47 |
C |
p. 162-189
|
artikel
|
| 6 |
Editorial Board
|
|
|
2018
|
47 |
C |
p. ii
|
artikel
|
| 7 |
Investor types and stock return volatility
|
Che, Limei
|
|
2018
|
47 |
C |
p. 139-161
|
artikel
|
| 8 |
Measuring long-term tail risk: Evaluating the performance of the square-root-of-time rule
|
Wang, Jying-Nan
|
|
2018
|
47 |
C |
p. 120-138
|
artikel
|
| 9 |
Oil and the short-term predictability of stock return volatility
|
Wang, Yudong
|
|
2018
|
47 |
C |
p. 90-104
|
artikel
|
| 10 |
On the cyclicality of default rates of banks: A comparative study of the asset correlation and diversification effects
|
Blümke, Oliver
|
|
2018
|
47 |
C |
p. 65-77
|
artikel
|
| 11 |
Portfolio construction and crowding
|
Bruno, Salvatore
|
|
2018
|
47 |
C |
p. 190-206
|
artikel
|
| 12 |
Prospect theory and corporate bond returns: An empirical study
|
Zhong, Xiaoling
|
|
2018
|
47 |
C |
p. 25-48
|
artikel
|
| 13 |
Risk-based loan pricing consequences for credit unions
|
Walke, Adam G.
|
|
2018
|
47 |
C |
p. 105-119
|
artikel
|
| 14 |
The decomposition of jump risks in individual stock returns
|
Xiao, Xiao
|
|
2018
|
47 |
C |
p. 207-228
|
artikel
|
| 15 |
The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
|
Egginton, Jared
|
|
2018
|
47 |
C |
p. 229-245
|
artikel
|
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