| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A generalised arbitrage-free Nelson–Siegel model: The impact of unspanned stochastic volatility
|
Chen, Rui
|
|
2013
|
|
1 |
p. 41-48
8 p.
|
artikel
|
| 2 |
A generalized coherent risk measure: The firm's perspective
|
Jarrow, Robert A.
|
|
2005
|
|
1 |
p. 23-29
7 p.
|
artikel
|
| 3 |
A jump-diffusion approach to modelling vulnerable option pricing
|
Xu, Weidong
|
|
2012
|
|
1 |
p. 48-56
9 p.
|
artikel
|
| 4 |
Analysis of ultra-high-frequency financial data using advanced Fourier transforms
|
Giampaoli, Iacopo
|
|
2009
|
|
1 |
p. 47-53
7 p.
|
artikel
|
| 5 |
A note on the relationship between industry returns and inflation through a multiscaling approach
|
Kim, Sangbae
|
|
2006
|
|
1 |
p. 73-78
6 p.
|
artikel
|
| 6 |
A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
|
Kissell, Robert
|
|
2004
|
|
1 |
p. 35-46
12 p.
|
artikel
|
| 7 |
A simulation-based algorithm for American executive stock option valuation
|
León, Angel
|
|
2010
|
|
1 |
p. 14-23
10 p.
|
artikel
|
| 8 |
Assessing the profitability of intraday opening range breakout strategies
|
Holmberg, Ulf
|
|
2013
|
|
1 |
p. 27-33
7 p.
|
artikel
|
| 9 |
Asymmetric information, bank lending and implicit contracts: the winner's curse
|
von Thadden, Ernst-Ludwig
|
|
2004
|
|
1 |
p. 11-23
13 p.
|
artikel
|
| 10 |
Asymmetric wealth gains in joint ventures: Theory and evidence
|
Shyam Kumar, M.V.
|
|
2007
|
|
1 |
p. 19-27
9 p.
|
artikel
|
| 11 |
A value premium without operating leverage
|
Guthrie, Graeme
|
|
2013
|
|
1 |
p. 1-11
11 p.
|
artikel
|
| 12 |
Closed-form valuation of American call options on stocks paying multiple dividends
|
Cassimon, D.
|
|
2007
|
|
1 |
p. 33-48
16 p.
|
artikel
|
| 13 |
Country world betas: The link between the stock market beta and macroeconomic beta
|
Ülkü, Numan
|
|
2014
|
|
1 |
p. 36-46
11 p.
|
artikel
|
| 14 |
Cover 2/Editorial Board
|
|
|
2010
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 15 |
Cover 2/Editorial Board
|
|
|
2014
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 16 |
Cover 2/Editorial Board
|
|
|
2013
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 17 |
Cover 2/Editorial Board
|
|
|
2011
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 18 |
Cover 2/Editorial Board
|
|
|
2012
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 19 |
Credit market equilibrium theory and evidence: Revisiting the structural versus reduced form credit risk model debate
|
Jarrow, Robert A.
|
|
2011
|
|
1 |
p. 2-7
6 p.
|
artikel
|
| 20 |
Divergence in credit ratings
|
Rablen, Matthew D.
|
|
2013
|
|
1 |
p. 12-16
5 p.
|
artikel
|
| 21 |
Do insiders crowd out analysts?
|
Gilbert, Aaron
|
|
2006
|
|
1 |
p. 40-48
9 p.
|
artikel
|
| 22 |
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation
|
Alcock, Jamie
|
|
2005
|
|
1 |
p. 41-50
10 p.
|
artikel
|
| 23 |
Editorial
|
Gençay, Ramo
|
|
2004
|
|
1 |
p. 1-
1 p.
|
artikel
|
| 24 |
Editorial board
|
|
|
2005
|
|
1 |
p. CO2-
1 p.
|
artikel
|
| 25 |
Editorial board
|
|
|
2004
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 26 |
Editorial Board
|
|
|
2007
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 27 |
Editorial Board
|
|
|
2009
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 28 |
Editorial Board
|
|
|
2006
|
|
1 |
p. CO2-
1 p.
|
artikel
|
| 29 |
Editorial Board
|
|
|
2008
|
|
1 |
p. IFC-
1 p.
|
artikel
|
| 30 |
Editorial for Challenge
|
Gençay, Ramo
|
|
2010
|
|
1 |
p. 1-
1 p.
|
artikel
|
| 31 |
Editorial for “Challenge”
|
Gençay, Ramo
|
|
2008
|
|
1 |
p. 1-
1 p.
|
artikel
|
| 32 |
Estimation accuracy of high–low spread estimator
|
Lin, Chien-Chih
|
|
2014
|
|
1 |
p. 54-62
9 p.
|
artikel
|
| 33 |
Evaluating density forecasts via the copula approach
|
Chen, Xiaohong
|
|
2004
|
|
1 |
p. 74-84
11 p.
|
artikel
|
| 34 |
Exploring the components of credit risk in credit default swaps
|
Fabozzi, Frank J.
|
|
2007
|
|
1 |
p. 10-18
9 p.
|
artikel
|
| 35 |
Extendible options: The general case
|
Chung, Y. Peter
|
|
2011
|
|
1 |
p. 15-20
6 p.
|
artikel
|
| 36 |
Financing constraint, over-investment and market-to-book ratio
|
Braouezec, Yann
|
|
2009
|
|
1 |
p. 13-22
10 p.
|
artikel
|
| 37 |
Foreign exposure through domestic equities
|
Cai, Fang
|
|
2012
|
|
1 |
p. 8-20
13 p.
|
artikel
|
| 38 |
GDP growth and the yield curvature
|
Møller, Stig V.
|
|
2014
|
|
1 |
p. 1-7
7 p.
|
artikel
|
| 39 |
Hedging errors with Leland's option model in the presence of transaction costs
|
Zhao, Yonggan
|
|
2007
|
|
1 |
p. 49-58
10 p.
|
artikel
|
| 40 |
Hedging in a HJM model
|
Jarrow, Robert A.
|
|
2010
|
|
1 |
p. 8-13
6 p.
|
artikel
|
| 41 |
Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
|
Honda, Tetsuhiro
|
|
2010
|
|
1 |
p. 60-69
10 p.
|
artikel
|
| 42 |
Implementing likelihood-based inference for fat-tailed distributions
|
Rekkas, M.
|
|
2008
|
|
1 |
p. 32-46
15 p.
|
artikel
|
| 43 |
Internal capital market studies in empirical banking: Biases due to usage of assets instead of risk capital?
|
Glaser, Markus
|
|
2014
|
|
1 |
p. 47-53
7 p.
|
artikel
|
| 44 |
Investor sentiment and stock returns: Wenchuan Earthquake
|
Shan, Liwei
|
|
2012
|
|
1 |
p. 36-47
12 p.
|
artikel
|
| 45 |
Is the information produced in the stock market useful for depositors?
|
Shimizu, Katsutoshi
|
|
2009
|
|
1 |
p. 34-39
6 p.
|
artikel
|
| 46 |
Limited stock market participation and the equity premium
|
Polkovnichenko, Valery
|
|
2004
|
|
1 |
p. 24-34
11 p.
|
artikel
|
| 47 |
Liquidity constraints and occupational choice
|
Giannetti, Mariassunta
|
|
2011
|
|
1 |
p. 37-44
8 p.
|
artikel
|
| 48 |
Market symmetry in time-changed Brownian models
|
Fajardo, José
|
|
2010
|
|
1 |
p. 53-59
7 p.
|
artikel
|
| 49 |
Martingalized historical approach for option pricing
|
Chorro, C.
|
|
2010
|
|
1 |
p. 24-28
5 p.
|
artikel
|
| 50 |
Modeling loan commitments
|
Chava, Sudheer
|
|
2008
|
|
1 |
p. 11-20
10 p.
|
artikel
|
| 51 |
Moments of the estimated Sharpe ratio when the observations are not IID
|
Bao, Yong
|
|
2006
|
|
1 |
p. 49-56
8 p.
|
artikel
|
| 52 |
Negotiating M&As under uncertainty: The influence of managerial flexibility on the first-mover advantage
|
Lukas, Elmar
|
|
2012
|
|
1 |
p. 29-35
7 p.
|
artikel
|
| 53 |
On European monetary integration and the persistence of real effective exchange rates
|
Kruse, Robinson
|
|
2011
|
|
1 |
p. 45-50
6 p.
|
artikel
|
| 54 |
On measuring concentration in banking systems
|
Alegria, Carlos
|
|
2008
|
|
1 |
p. 59-67
9 p.
|
artikel
|
| 55 |
On more robust estimation of skewness and kurtosis
|
Kim, Tae-Hwan
|
|
2004
|
|
1 |
p. 56-73
18 p.
|
artikel
|
| 56 |
On the investment–uncertainty relationship: A game theoretic real option approach
|
Lukas, Elmar
|
|
2014
|
|
1 |
p. 25-35
11 p.
|
artikel
|
| 57 |
On the predictive power of the surplus consumption ratio
|
Ghattassi, Imen
|
|
2008
|
|
1 |
p. 21-31
11 p.
|
artikel
|
| 58 |
On the robustness of cointegration tests when assessing market efficiency
|
Kellard, Neil
|
|
2006
|
|
1 |
p. 57-64
8 p.
|
artikel
|
| 59 |
On the sequencing of projects, reputation building, and relationship finance
|
Egli, Dominik
|
|
2006
|
|
1 |
p. 23-39
17 p.
|
artikel
|
| 60 |
On the use of the Box–Cox transformation on conditional variance models
|
Tsiotas, G.
|
|
2007
|
|
1 |
p. 28-32
5 p.
|
artikel
|
| 61 |
Optimal capital structure and investment options in finite horizon
|
Agliardi, Elettra
|
|
2011
|
|
1 |
p. 28-36
9 p.
|
artikel
|
| 62 |
Optimal multi-period consumption and investment with short-sale constraints
|
Arısoy, Yakup Eser
|
|
2014
|
|
1 |
p. 16-24
9 p.
|
artikel
|
| 63 |
Options to expand: Some remarks
|
Agliardi, Rossella
|
|
2006
|
|
1 |
p. 65-72
8 p.
|
artikel
|
| 64 |
Patterns in cross market liquidity
|
Spiegel, Matthew
|
|
2008
|
|
1 |
p. 2-10
9 p.
|
artikel
|
| 65 |
Pitfalls in static superhedging of barrier options
|
Kraft, Holger
|
|
2007
|
|
1 |
p. 2-9
8 p.
|
artikel
|
| 66 |
Revisiting cumulative preferred stock valuation
|
Realdon, Marco
|
|
2006
|
|
1 |
p. 2-13
12 p.
|
artikel
|
| 67 |
Revisiting stock market index correlations
|
Dalkir, Mehmet
|
|
2009
|
|
1 |
p. 23-33
11 p.
|
artikel
|
| 68 |
Risk aversion under preference uncertainty
|
Kräussl, Roman
|
|
2012
|
|
1 |
p. 1-7
7 p.
|
artikel
|
| 69 |
Ross Best Paper Award
|
|
|
2009
|
|
1 |
p. 1-
1 p.
|
artikel
|
| 70 |
Ross Best Paper Award
|
|
|
2007
|
|
1 |
p. 1-
1 p.
|
artikel
|
| 71 |
Ross Best Paper Award
|
|
|
2006
|
|
1 |
p. 1-
1 p.
|
artikel
|
| 72 |
Ross Best Paper Award
|
|
|
2011
|
|
1 |
p. 1-
1 p.
|
artikel
|
| 73 |
Seasoned equity offerings, repurchases, and deviations from optimal CEO ownership
|
Tong, Zhenxu
|
|
2010
|
|
1 |
p. 29-38
10 p.
|
artikel
|
| 74 |
Shareholder activism is non-monotonic in market liquidity
|
Mello, Antonio S
|
|
2004
|
|
1 |
p. 2-10
9 p.
|
artikel
|
| 75 |
Single stock futures: Listing selection and trading volume
|
Ang, James S.
|
|
2005
|
|
1 |
p. 30-40
11 p.
|
artikel
|
| 76 |
Superconvergence of the finite element solutions of the Black–Scholes equation
|
Golbabai, A.
|
|
2013
|
|
1 |
p. 17-26
10 p.
|
artikel
|
| 77 |
Target leverage and the costs of issuing seasoned equity
|
Lyandres, Evgeny
|
|
2010
|
|
1 |
p. 39-52
14 p.
|
artikel
|
| 78 |
tay's as good as cay
|
Brennan, Michael J.
|
|
2005
|
|
1 |
p. 1-14
14 p.
|
artikel
|
| 79 |
tay's as good as cay: Reply
|
Lettau, Martin
|
|
2005
|
|
1 |
p. 15-22
8 p.
|
artikel
|
| 80 |
Testing the managerial timing ability: Evidence from stock repurchases in Japan
|
Ishikawa, Masaya
|
|
2011
|
|
1 |
p. 21-27
7 p.
|
artikel
|
| 81 |
The critical stock price for the American put option
|
Chung, Y. Peter
|
|
2011
|
|
1 |
p. 8-14
7 p.
|
artikel
|
| 82 |
The effect of market conditions on capital structure adjustment
|
Frank, Murray Z.
|
|
2004
|
|
1 |
p. 47-55
9 p.
|
artikel
|
| 83 |
The Fed model: A note
|
Estrada, Javier
|
|
2006
|
|
1 |
p. 14-22
9 p.
|
artikel
|
| 84 |
The leverage of hedge funds
|
Titman, Sheridan
|
|
2010
|
|
1 |
p. 2-7
6 p.
|
artikel
|
| 85 |
The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default
|
Spencer, Peter
|
|
2014
|
|
1 |
p. 8-15
8 p.
|
artikel
|
| 86 |
The Stambaugh bias in panel predictive regressions
|
Hjalmarsson, Erik
|
|
2008
|
|
1 |
p. 47-58
12 p.
|
artikel
|
| 87 |
Time-inconsistency of VaR and time-consistent alternatives
|
Cheridito, Patrick
|
|
2009
|
|
1 |
p. 40-46
7 p.
|
artikel
|
| 88 |
Time varying stock return predictability: Evidence from US sectors
|
Guidolin, Massimo
|
|
2013
|
|
1 |
p. 34-40
7 p.
|
artikel
|
| 89 |
Underlying assets for which options complete the market
|
Galvani, Valentina
|
|
2007
|
|
1 |
p. 59-66
8 p.
|
artikel
|
| 90 |
Wealth dynamics and a bias toward momentum trading
|
LeBaron, Blake
|
|
2012
|
|
1 |
p. 21-28
8 p.
|
artikel
|
| 91 |
Why do reputable agents work for safer firms?
|
Li, Fei
|
|
2009
|
|
1 |
p. 2-12
11 p.
|
artikel
|
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