| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Attention: How high-frequency trading improves price efficiency following earnings announcements
|
Chakrabarty, Bidisha
|
|
|
57 |
C |
p.
|
artikel
|
| 2 |
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
|
Pan, Ging-Ginq
|
|
|
57 |
C |
p.
|
artikel
|
| 3 |
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs
|
Wang, Xinjie
|
|
|
57 |
C |
p.
|
artikel
|
| 4 |
Editorial Board
|
|
|
|
57 |
C |
p.
|
artikel
|
| 5 |
Financial integration in the EU28 equity markets: Measures and drivers
|
Nardo, M.
|
|
|
57 |
C |
p.
|
artikel
|
| 6 |
Hedge fund hold ’em
|
Lu, Yan
|
|
|
57 |
C |
p.
|
artikel
|
| 7 |
Intraday time series momentum: Global evidence and links to market characteristics
|
Li, Zeming
|
|
|
57 |
C |
p.
|
artikel
|
| 8 |
R&D information quality and stock returns
|
Huang, Tao
|
|
|
57 |
C |
p.
|
artikel
|
| 9 |
The equilibrium prices of auction IPO securities: Empirical evidence
|
Petkevich, Alex
|
|
|
57 |
C |
p.
|
artikel
|
| 10 |
Who is buying and (not) lending when shorts are selling?
|
Blocher, Jesse
|
|
|
57 |
C |
p.
|
artikel
|
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