| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
|
Allen, David
|
|
|
58 |
C |
p. 356-368
|
article
|
| 2 |
Beta and firm age
|
Chincarini, Ludwig B.
|
|
|
58 |
C |
p. 50-74
|
article
|
| 3 |
Conditional extreme risk, black swan hedging, and asset prices
|
Rhee, S. Ghon
|
|
|
58 |
C |
p. 412-435
|
article
|
| 4 |
Date-stamping multiple bubble regimes
|
Harvey, David I.
|
|
|
58 |
C |
p. 226-246
|
article
|
| 5 |
Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions
|
Beetsma, Roel
|
|
|
58 |
C |
p. 96-120
|
article
|
| 6 |
Disaggregation and the equity premium puzzle
|
Wilson, Matthew S.
|
|
|
58 |
C |
p. 1-18
|
article
|
| 7 |
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
|
Rad, Hossein
|
|
|
58 |
C |
p. 164-180
|
article
|
| 8 |
Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy
|
Francis, Bill B.
|
|
|
58 |
C |
p. 386-411
|
article
|
| 9 |
Editorial Board
|
|
|
|
58 |
C |
p. ii
|
article
|
| 10 |
Equity premium prediction and the state of the economy
|
Tsiakas, Ilias
|
|
|
58 |
C |
p. 75-95
|
article
|
| 11 |
Forced retirement risk and portfolio choice
|
Chen, Guodong
|
|
|
58 |
C |
p. 293-315
|
article
|
| 12 |
Information shares in a two-tier FX market
|
Piccotti, Louis R.
|
|
|
58 |
C |
p. 19-35
|
article
|
| 13 |
Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach
|
Nguyen, Linh Hoang
|
|
|
58 |
C |
p. 333-355
|
article
|
| 14 |
Mispricing firm-level productivity
|
Ang, Tze Chuan ‘Chewie’
|
|
|
58 |
C |
p. 139-163
|
article
|
| 15 |
Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection
|
Fang, Tong
|
|
|
58 |
C |
p. 36-49
|
article
|
| 16 |
Stock market illiquidity, bargaining power and the cost of borrowing
|
Chen, Jiayuan
|
|
|
58 |
C |
p. 181-206
|
article
|
| 17 |
Testing for explosive bubbles in the presence of autocorrelated innovations
|
Pedersen, Thomas Quistgaard
|
|
|
58 |
C |
p. 207-225
|
article
|
| 18 |
The beauty contest between systemic and systematic risk measures: Assessing the empirical performance
|
Cipollini, Fabrizio
|
|
|
58 |
C |
p. 316-332
|
article
|
| 19 |
The economic value of VIX ETPs
|
Christensen, Kim
|
|
|
58 |
C |
p. 121-138
|
article
|
| 20 |
The information content of the term structure of risk-neutral skewness
|
Borochin, Paul
|
|
|
58 |
C |
p. 247-274
|
article
|
| 21 |
The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model
|
Iseringhausen, Martin
|
|
|
58 |
C |
p. 275-292
|
article
|
| 22 |
Time varying integration of European stock markets and monetary drivers
|
Lee, Hyunchul
|
|
|
58 |
C |
p. 369-385
|
article
|
| 23 |
Turning local: Home-bias dynamics of relocating foreigners
|
Florentsen, Bjarne
|
|
|
58 |
C |
p. 436-452
|
article
|
Journal description