nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Ambiguity aversion, funding liquidity, and liquidation dynamics
|
Oh, Ji Yeol Jimmy |
|
2014 |
18 |
C |
p. 49-76 28 p. |
artikel |
2 |
Delta and vega exposure trading in stock and option markets
|
Maraachlian, Hilda |
|
2014 |
18 |
C |
p. 96-125 30 p. |
artikel |
3 |
Editorial Board
|
|
|
2014 |
18 |
C |
p. IFC- 1 p. |
artikel |
4 |
Financial networks and trading in bond markets
|
Booth, G. Geoffrey |
|
2014 |
18 |
C |
p. 126-157 32 p. |
artikel |
5 |
Hedging costs, liquidity, and inventory management: The evidence from option market makers
|
Wu, Wei-Shao |
|
2014 |
18 |
C |
p. 25-48 24 p. |
artikel |
6 |
Informed trading around acquisitions: Evidence from corporate bonds
|
Kedia, Simi |
|
2014 |
18 |
C |
p. 182-205 24 p. |
artikel |
7 |
Investor sentiment and bond risk premia
|
Laborda, Ricardo |
|
2014 |
18 |
C |
p. 206-233 28 p. |
artikel |
8 |
Option pricing with stochastic liquidity risk: Theory and evidence
|
Feng, Shih-Ping |
|
2014 |
18 |
C |
p. 77-95 19 p. |
artikel |
9 |
The cross-section of speculator skill: Evidence from day trading
|
Barber, Brad M. |
|
2014 |
18 |
C |
p. 1-24 24 p. |
artikel |
10 |
The intertemporal risk-return relation: A bivariate model approach
|
Jiang, Xiaoquan |
|
2014 |
18 |
C |
p. 158-181 24 p. |
artikel |
11 |
When do stop-loss rules stop losses?
|
Kaminski, Kathryn M. |
|
2014 |
18 |
C |
p. 234-254 21 p. |
artikel |