| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence
|
Lee, Kuan-Hui
|
|
|
72 |
C |
p. 421-444
|
article
|
| 2 |
An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models
|
Nguyen, Ha
|
|
|
72 |
C |
p. 103-121
|
article
|
| 3 |
Automated stock picking using random forests
|
Breitung, Christian
|
|
|
72 |
C |
p. 532-556
|
article
|
| 4 |
Burned by leverage? Flows and fragility in bond mutual funds
|
Molestina Vivar, Luis
|
|
|
72 |
C |
p. 354-380
|
article
|
| 5 |
Cross-sectional uncertainty and expected stock returns
|
Yu, Deshui
|
|
|
72 |
C |
p. 321-340
|
article
|
| 6 |
Director optimism and CEO equity compensation
|
Cook, Douglas O.
|
|
|
72 |
C |
p. 143-162
|
article
|
| 7 |
Disagreement, speculation, and the idiosyncratic volatility
|
Wang, Jianqiu
|
|
|
72 |
C |
p. 232-250
|
article
|
| 8 |
Disseminating information across connected firms — Analyst site visits can help
|
Cao, Zhengyu
|
|
|
72 |
C |
p. 510-531
|
article
|
| 9 |
Do as they say or do as they do? — Uncovering the effects of inappropriate methods and unreliable data in boardroom diversity research
|
Renz, Franziska M.
|
|
|
72 |
C |
p. 410-420
|
article
|
| 10 |
Editorial Board
|
|
|
|
72 |
C |
p. ii
|
article
|
| 11 |
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
|
Cheng, Hung-Wen
|
|
|
72 |
C |
p. 122-142
|
article
|
| 12 |
Estimating and testing skewness in a stochastic volatility model
|
Lee, Cheol Woo
|
|
|
72 |
C |
p. 445-467
|
article
|
| 13 |
Expected returns and risk in the stock market
|
Brennan, M.J.
|
|
|
72 |
C |
p. 276-300
|
article
|
| 14 |
Geographic diversification and corporate cash holdings
|
Hong, Liu
|
|
|
72 |
C |
p. 381-409
|
article
|
| 15 |
Global political risk and international stock returns
|
Gala, Vito D.
|
|
|
72 |
C |
p. 78-102
|
article
|
| 16 |
Income inequality, inflation and financial development
|
Kim, Dong-Hyeon
|
|
|
72 |
C |
p. 468-487
|
article
|
| 17 |
Legal enforcement and fintech credit: International evidence
|
Peng, Hongfeng
|
|
|
72 |
C |
p. 214-231
|
article
|
| 18 |
Overlapping momentum portfolios
|
Blanco, Ivan
|
|
|
72 |
C |
p. 1-22
|
article
|
| 19 |
Policy risk and insider trading
|
Akbulut, Mehmet E.
|
|
|
72 |
C |
p. 341-353
|
article
|
| 20 |
Price convergence between credit default swap and put option: New evidence
|
Chan, Ka Kei
|
|
|
72 |
C |
p. 188-213
|
article
|
| 21 |
Real-estate agent commission structure and sales performance
|
Gautier, Pieter
|
|
|
72 |
C |
p. 163-187
|
article
|
| 22 |
Stock return predictability and cyclical movements in valuation ratios
|
Yu, Deshui
|
|
|
72 |
C |
p. 36-53
|
article
|
| 23 |
The role of bad-news coverage and media environments in crash risk around the world
|
Liu, Qigui
|
|
|
72 |
C |
p. 488-509
|
article
|
| 24 |
Time series momentum and reversal: Intraday information from realized semivariance
|
Liu, Zhenya
|
|
|
72 |
C |
p. 54-77
|
article
|
| 25 |
Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium
|
Fuhrer, Adrian
|
|
|
72 |
C |
p. 251-275
|
article
|
| 26 |
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks
|
Dodd, Olga
|
|
|
72 |
C |
p. 301-320
|
article
|
| 27 |
Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices
|
De Nard, Gianluca
|
|
|
72 |
C |
p. 23-35
|
article
|
Journal description