| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A labor news hedge portfolio and the cross-section of expected stock returns
|
Stotz, Olaf
|
|
2018
|
48 |
C |
p. 123-139
|
artikel
|
| 2 |
Bayesian tests of global factor models
|
Fletcher, Jonathan
|
|
2018
|
48 |
C |
p. 279-289
|
artikel
|
| 3 |
Bid–ask spread estimator from high and low daily prices: Practical implementation for corporate bonds
|
Nieto, Belén
|
|
2018
|
48 |
C |
p. 36-57
|
artikel
|
| 4 |
Conditional co-skewness and safe-haven currencies: A regime switching approach
|
Chan, Kalok
|
|
2018
|
48 |
C |
p. 58-80
|
artikel
|
| 5 |
Does meeting analysts’ forecasts matter in the private loan market?
|
Chin, Chen-Lung
|
|
2018
|
48 |
C |
p. 321-340
|
artikel
|
| 6 |
Editorial Board
|
|
|
2018
|
48 |
C |
p. ii
|
artikel
|
| 7 |
ETF liquidation determinants
|
Sherrill, D. Eli
|
|
2018
|
48 |
C |
p. 357-373
|
artikel
|
| 8 |
Female board representation, corporate innovation and firm performance
|
Chen, Jie
|
|
2018
|
48 |
C |
p. 236-254
|
artikel
|
| 9 |
Financial literacy and gender difference in loan performance
|
Chen, Jia
|
|
2018
|
48 |
C |
p. 307-320
|
artikel
|
| 10 |
lCARE - localizing conditional autoregressive expectiles
|
Xu, Xiu
|
|
2018
|
48 |
C |
p. 198-220
|
artikel
|
| 11 |
Macroeconomic determinants of the term structure: Long-run and short-run dynamics
|
Doshi, Hitesh
|
|
2018
|
48 |
C |
p. 99-122
|
artikel
|
| 12 |
Macroeconomic uncertainty and the distant forward-rate slope
|
Connolly, Robert
|
|
2018
|
48 |
C |
p. 140-161
|
artikel
|
| 13 |
Modelling market implied ratings using LASSO variable selection techniques
|
Sermpinis, Georgios
|
|
2018
|
48 |
C |
p. 19-35
|
artikel
|
| 14 |
Multivariate models with long memory dependence in conditional correlation and volatility
|
Dark, Jonathan
|
|
2018
|
48 |
C |
p. 162-180
|
artikel
|
| 15 |
Portfolio optimisation under flexible dynamic dependence modelling
|
Bernardi, Mauro
|
|
2018
|
48 |
C |
p. 1-18
|
artikel
|
| 16 |
Relative spread and price discovery
|
Aldrich, Eric M.
|
|
2018
|
48 |
C |
p. 81-98
|
artikel
|
| 17 |
Simulating historical inflation-linked bond returns
|
Swinkels, Laurens
|
|
2018
|
48 |
C |
p. 374-389
|
artikel
|
| 18 |
S&P 500 inclusions and stock supply
|
Schnitzler, Jan
|
|
2018
|
48 |
C |
p. 341-356
|
artikel
|
| 19 |
Testing for leverage effects in the returns of US equities
|
Chorro, Christophe
|
|
2018
|
48 |
C |
p. 290-306
|
artikel
|
| 20 |
The rise before the close: Underwriter trading around SEOs
|
Foley, Sean
|
|
2018
|
48 |
C |
p. 221-235
|
artikel
|
| 21 |
The role of firm investment in momentum and reversal
|
Mortal, Sandra C.
|
|
2018
|
48 |
C |
p. 255-278
|
artikel
|
| 22 |
World output gap and global stock returns
|
Atanasov, Victoria
|
|
2018
|
48 |
C |
p. 181-197
|
artikel
|
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