| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Asset pricing model uncertainty
|
Borup, Daniel
|
|
|
54 |
C |
p. 166-189
|
artikel
|
| 2 |
Asset pricing with extreme liquidity risk
|
Wu, Ying
|
|
|
54 |
C |
p. 143-165
|
artikel
|
| 3 |
Balanced predictive regressions
|
Ren, Yu
|
|
|
54 |
C |
p. 118-142
|
artikel
|
| 4 |
Daily expectations of returns index
|
Gholampour, Vahid
|
|
|
54 |
C |
p. 236-252
|
artikel
|
| 5 |
Editorial Board
|
|
|
|
54 |
C |
p. ii
|
artikel
|
| 6 |
Estimation and model-based combination of causality networks among large US banks and insurance companies
|
Bonaccolto, Giovanni
|
|
|
54 |
C |
p. 1-21
|
artikel
|
| 7 |
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
|
Zhang, Yaojie
|
|
|
54 |
C |
p. 97-117
|
artikel
|
| 8 |
Information uncertainty and the pricing of liquidity
|
Kang, Wenjin
|
|
|
54 |
C |
p. 77-96
|
artikel
|
| 9 |
Investor target prices
|
Huang, Shiyang
|
|
|
54 |
C |
p. 39-57
|
artikel
|
| 10 |
Limits to arbitrage and CDS–bond dynamics around the financial crisis
|
Chalamandaris, George
|
|
|
54 |
C |
p. 213-235
|
artikel
|
| 11 |
Perceived information, short interest, and institutional demand
|
Chung, Chune Young
|
|
|
54 |
C |
p. 22-38
|
artikel
|
| 12 |
Range-based DCC models for covariance and value-at-risk forecasting
|
Fiszeder, Piotr
|
|
|
54 |
C |
p. 58-76
|
artikel
|
| 13 |
What causes the asymmetric correlation in stock returns?
|
Chung, Y. Peter
|
|
|
54 |
C |
p. 190-212
|
artikel
|
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