| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
|
Guo, Xu
|
|
2017
|
42 |
C |
p. 346-358
13 p.
|
artikel
|
| 2 |
Abnormal research and development investments and stock returns
|
Songur, Hilmi
|
|
2017
|
42 |
C |
p. 237-249
13 p.
|
artikel
|
| 3 |
A comparison study of pricing credit default swap index tranches with convex combination of copulae
|
Okhrin, Ostap
|
|
2017
|
42 |
C |
p. 193-217
25 p.
|
artikel
|
| 4 |
An intertemporal CAPM with higher-order moments
|
Jang, Jeewon
|
|
2017
|
42 |
C |
p. 314-337
24 p.
|
artikel
|
| 5 |
A two-step hybrid investment strategy for pension funds
|
Pagnoncelli, Bernardo K.
|
|
2017
|
42 |
C |
p. 574-583
10 p.
|
artikel
|
| 6 |
CEO overconfidence and agency cost of debt: An empirical analysis of CEO turnover events
|
Iyer, Subramanian R.
|
|
2017
|
42 |
C |
p. 300-313
14 p.
|
artikel
|
| 7 |
Cross-border mergers and acquisitions with heterogeneous firms: Technology vs. market motives
|
Lee, Donghyun
|
|
2017
|
42 |
C |
p. 20-37
18 p.
|
artikel
|
| 8 |
Determinants of commonality in liquidity: Evidence from an order-driven emerging market
|
Syamala, Sudhakara Reddy
|
|
2017
|
42 |
C |
p. 38-52
15 p.
|
artikel
|
| 9 |
Diversification discount and investor sentiment
|
Harper, Joel T.
|
|
2017
|
42 |
C |
p. 218-236
19 p.
|
artikel
|
| 10 |
Efficiency, growth and market power in the banking industry: New approach to efficient structure hypothesis
|
Khan, Habib Hussain
|
|
2017
|
42 |
C |
p. 531-545
15 p.
|
artikel
|
| 11 |
Efficient modelling and forecasting with range based volatility models and its application
|
Ng, Kok Haur
|
|
2017
|
42 |
C |
p. 448-460
13 p.
|
artikel
|
| 12 |
Fair valuation of mortgage insurance under stochastic default and interest rates
|
Wu, Yang-Che
|
|
2017
|
42 |
C |
p. 433-447
15 p.
|
artikel
|
| 13 |
Fake news
|
Brigida, Matt
|
|
2017
|
42 |
C |
p. 564-573
10 p.
|
artikel
|
| 14 |
Forecasting broad money velocity
|
Jung, Alexander
|
|
2017
|
42 |
C |
p. 421-432
12 p.
|
artikel
|
| 15 |
Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns
|
Lee, Kyuseok
|
|
2017
|
42 |
C |
p. 266-284
19 p.
|
artikel
|
| 16 |
Herding behavior, market sentiment and volatility: Will the bubble resume?
|
Bekiros, Stelios
|
|
2017
|
42 |
C |
p. 107-131
25 p.
|
artikel
|
| 17 |
Higher moment exchange rate exposure of S&P500 firms
|
Bianconi, Marcelo
|
|
2017
|
42 |
C |
p. 513-530
18 p.
|
artikel
|
| 18 |
IFC (Editorial Board)
|
|
|
2017
|
42 |
C |
p. IFC-
1 p.
|
artikel
|
| 19 |
Impact of SOX on the returns to targets and acquirers in corporate tender offers
|
Bhabra, Harjeet S.
|
|
2017
|
42 |
C |
p. 1-19
19 p.
|
artikel
|
| 20 |
Investor sentiment and country exchange traded funds: Does economic freedom matter?
|
Chen, Mei-Ping
|
|
2017
|
42 |
C |
p. 285-299
15 p.
|
artikel
|
| 21 |
Investor sentiment, heterogeneous agents and asset pricing model
|
Li, Jinfang
|
|
2017
|
42 |
C |
p. 504-512
9 p.
|
artikel
|
| 22 |
Learning about individual managers’ performance in UK pension funds: The importance of specialization
|
Alda, Mercedes
|
|
2017
|
42 |
C |
p. 654-667
14 p.
|
artikel
|
| 23 |
Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements
|
Chang, Ya-Ting
|
|
2017
|
42 |
C |
p. 172-192
21 p.
|
artikel
|
| 24 |
Measuring systemic risk of the US banking sector in time-frequency domain
|
Teply, Petr
|
|
2017
|
42 |
C |
p. 461-472
12 p.
|
artikel
|
| 25 |
Mispricing and trader positions in the S&P 500 index futures market
|
Lai, Ya-Wen
|
|
2017
|
42 |
C |
p. 250-265
16 p.
|
artikel
|
| 26 |
Mispricing in the odd lots market in Brazil
|
Ramos, Henrique P.
|
|
2017
|
42 |
C |
p. 618-628
11 p.
|
artikel
|
| 27 |
Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory
|
Rodríguez, Gabriel
|
|
2017
|
42 |
C |
p. 393-420
28 p.
|
artikel
|
| 28 |
Moments expansion densities for quantifying financial risk
|
Ñíguez, Trino-Manuel
|
|
2017
|
42 |
C |
p. 53-69
17 p.
|
artikel
|
| 29 |
Monetary policy transparency in a forward-looking market: Evidence from the United States
|
Kia, Amir
|
|
2017
|
42 |
C |
p. 597-617
21 p.
|
artikel
|
| 30 |
On the State and Wealth dependence of risk aversion: An analysis using severance pay allocation
|
Ordine, Patrizia
|
|
2017
|
42 |
C |
p. 156-171
16 p.
|
artikel
|
| 31 |
Powerful CEOs, debt financing, and leasing in Chinese SMEs: Evidence from threshold model
|
Munir, Qaiser
|
|
2017
|
42 |
C |
p. 487-503
17 p.
|
artikel
|
| 32 |
Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks
|
Lin, Shih-Kuei
|
|
2017
|
42 |
C |
p. 359-373
15 p.
|
artikel
|
| 33 |
Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction
|
Yao, Can-Zhong
|
|
2017
|
42 |
C |
p. 584-596
13 p.
|
artikel
|
| 34 |
Risk pricing of wholesale funds and the behavior of retail deposit rates
|
Kishan, Ruby P.
|
|
2017
|
42 |
C |
p. 668-681
14 p.
|
artikel
|
| 35 |
Social trust environment and firm tax avoidance: Evidence from China
|
Xia, Changyuan
|
|
2017
|
42 |
C |
p. 374-392
19 p.
|
artikel
|
| 36 |
Sovereign debt composition and time-varying public finance sustainability
|
Afonso, António
|
|
2017
|
42 |
C |
p. 144-155
12 p.
|
artikel
|
| 37 |
Sovereign default risk in OECD countries: Do global factors matter?
|
Ordoñez-Callamand, Daniel
|
|
2017
|
42 |
C |
p. 629-639
11 p.
|
artikel
|
| 38 |
Stock price reactions to stock dividend announcements: A case from a sluggish economic period
|
Khanal, Aditya R.
|
|
2017
|
42 |
C |
p. 338-345
8 p.
|
artikel
|
| 39 |
Structural vulnerability and resilience to currency crisis: Foreign currency debt versus export
|
Nakatani, Ryota
|
|
2017
|
42 |
C |
p. 132-143
12 p.
|
artikel
|
| 40 |
The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry
|
Tan, Yong
|
|
2017
|
42 |
C |
p. 89-106
18 p.
|
artikel
|
| 41 |
The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises
|
Marfatia, Hardik A.
|
|
2017
|
42 |
C |
p. 640-653
14 p.
|
artikel
|
| 42 |
The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries
|
Hanisch, Max
|
|
2017
|
42 |
C |
p. 70-88
19 p.
|
artikel
|
| 43 |
The 2016 U.S. presidential election and the Stock, FX and VIX markets
|
Shaikh, Imlak
|
|
2017
|
42 |
C |
p. 546-563
18 p.
|
artikel
|
| 44 |
Ultimate consumption risk and investment-based stock returns
|
Kang, Hankil
|
|
2017
|
42 |
C |
p. 473-486
14 p.
|
artikel
|
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