| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City
|
Lepori, Gabriele M.
|
|
|
70 |
C |
p. 165-181
|
artikel
|
| 2 |
A global monetary policy factor in sovereign bond yields
|
Malliaropulos, Dimitris
|
|
|
70 |
C |
p. 445-465
|
artikel
|
| 3 |
A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks
|
Pollastri, Alessandro
|
|
|
70 |
C |
p. 322-341
|
artikel
|
| 4 |
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach
|
Li, Leon
|
|
|
70 |
C |
p. 367-385
|
artikel
|
| 5 |
A robust Glasso approach to portfolio selection in high dimensions
|
Ding, Wenliang
|
|
|
70 |
C |
p. 22-37
|
artikel
|
| 6 |
Capital mobility and the long-run return–risk trade-offs of industry portfolios
|
Chen, Jia
|
|
|
70 |
C |
p. 123-143
|
artikel
|
| 7 |
CEO networks and the labor market for directors
|
Kim, Hyemin
|
|
|
70 |
C |
p. 1-21
|
artikel
|
| 8 |
Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland
|
Stahl, Jörg R.
|
|
|
70 |
C |
p. 386-402
|
artikel
|
| 9 |
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
|
Nonejad, Nima
|
|
|
70 |
C |
p. 91-122
|
artikel
|
| 10 |
Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities
|
Han, Seung-Oh
|
|
|
70 |
C |
p. 276-307
|
artikel
|
| 11 |
Editorial Board
|
|
|
|
70 |
C |
p. ii
|
artikel
|
| 12 |
Forecasting intraday market risk: A marked self-exciting point process with exogenous renewals
|
Stindl, Tom
|
|
|
70 |
C |
p. 182-198
|
artikel
|
| 13 |
Limit order revisions across investor sophistication
|
Chiu, Junmao
|
|
|
70 |
C |
p. 74-90
|
artikel
|
| 14 |
Maximum likelihood estimation of the Hull–White model
|
Kladívko, Kamil
|
|
|
70 |
C |
p. 227-247
|
artikel
|
| 15 |
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
|
Fiszeder, Piotr
|
|
|
70 |
C |
p. 308-321
|
artikel
|
| 16 |
Out-of-sample equity premium prediction: The role of option-implied constraints
|
Wang, Yunqi
|
|
|
70 |
C |
p. 199-226
|
artikel
|
| 17 |
Portfolio homogeneity and systemic risk of financial networks
|
Huang, Yajing
|
|
|
70 |
C |
p. 248-275
|
artikel
|
| 18 |
Salience theory in price and trading volume: Evidence from China
|
Sun, Kaisi
|
|
|
70 |
C |
p. 38-61
|
artikel
|
| 19 |
Say more to return less? Disclosure subsequent to successful technological innovation
|
He, Jing
|
|
|
70 |
C |
p. 403-426
|
artikel
|
| 20 |
Spillover effects in managerial compensation
|
Kieschnick, Robert
|
|
|
70 |
C |
p. 62-73
|
artikel
|
| 21 |
The contribution of jump signs and activity to forecasting stock price volatility
|
Bu, Ruijun
|
|
|
70 |
C |
p. 144-164
|
artikel
|
| 22 |
The value of risk-taking in mergers: Role of ownership and country legal institutions
|
Boubakri, Narjess
|
|
|
70 |
C |
p. 427-444
|
artikel
|
| 23 |
Using covariates to improve the efficacy of univariate bubble detection methods
|
Astill, Sam
|
|
|
70 |
C |
p. 342-366
|
artikel
|
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