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                             142 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages Masih, Abul M. M.
1997
1 p. 59-74
artikel
2 A further examination of the effect of diversification on the stability of portfolio betas Brooks, R. D.
1997
1 p. 9-14
artikel
3 Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints Wirjanto, Tony S.
1997
1 p. 107-114
artikel
4 A multifactor model of gold industry stock returns: evidence from the Australian equity market Faff, Robert
1998
1 p. 21-28
artikel
5 A Multivariate I(2) cointegration analysis of German hyperinflation Georgoutsos, Dimitris A.
2004
1 p. 29-41
artikel
6 An analysis of private investors' stock market return forecasts Theissen, Erik
2007
1 p. 35-43
artikel
7 An assessment of risk and return in the Singapore stock market Wong, K. A.
1991
1 p. 11-20
artikel
8 An empirical exploration of revisions in US national income aggregates Siklos, Pierre L.
1996
1 p. 59-70
artikel
9 An empirical test of association between production and financial performance: the case of the commercial banking industry Elyasiani, Elyas
1994
1 p. 55-60
artikel
10 An examination of open market stock repurchases: cash flow signalling, investments, and Tobin's Q Tsetsekos, George P.
1996
1 p. 9-18
artikel
11 An examination of the impact of the 1989 FIRREA on the market value of commercial banks and savings and loans Mansur, Iobal
1994
1 p. 11-22
artikel
12 A note on foreign bank investment in the USA Esperanca, Jose Paulo
2002
1 p. 39-46
artikel
13 A note on the disappearance of day-of-the-week seasonals in the daily price changes of Treasury bond futures Krehbiel, Tim
1993
1 p. 73-78
artikel
14 A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach Hamori, Shigeyuki
1998
1 p. 51-59
artikel
15 A simple graphical method to explore tail-dependence in stock-return pairs Abberger, Klaus
2005
1 p. 43-51
artikel
16 A switching regression approach to the stationarity of systematic and non-systematic risks: the Hong Kong experience Cheng, Joseph W.
1997
1 p. 45-57
artikel
17 A time-series approach to exploring aggregate optimal capital structure: cointegration analysis Francis, Bill B.
1994
1 p. 41-54
artikel
18 Australian industry beta risk, the choice of market index and business cycles Ragunathan, Vanitha
2000
1 p. 49-58
artikel
19 A weak form test of the efficiency of the Japanese Yen futures market Drinka, Thomas P.
1991
1 p. 25-34
artikel
20 Banking regulation, information asymmetries and industry growth: new evidence Utrero-Gonzalez, Natalia
2007
1 p. 63-76
artikel
21 Beta, size and returns: a study on the French Stock Exchange Lilti, Jean-Jacques
1998
1 p. 13-20
artikel
22 Black and official exchange rate volatility and foreign exchange controls Phylaktis, Kate
1997
1 p. 15-24
artikel
23 Broken trend output in a model of stock returns and economic activity Sadorsky, Perry
2001
1 p. 17-21
artikel
24 Calendar anomalies: some perspectives from the behaviour of the Israeli stock market Lauterbach, Beni
1992
1 p. 57-60
artikel
25 Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? Brooks, Chris
2002
1 p. 25-31
artikel
26 Cointegration analysis of the Fisher hypothesis: the role of the real rate and the Fisher identity Owen, P. Dorian
1993
1 p. 21-26
artikel
27 Common stochastic trends in a system of East European black-market exchange rates Serletis, Apostolos
1994
1 p. 23-31
artikel
28 Common volatility in the foreign exchange market Alexander, Carol O.
1995
1 p. 1-10
artikel
29 Convenience yield, mean reverting prices, and long memory in the petroleum market Mazaheri, A.
1999
1 p. 31-50
artikel
30 Cost and profit efficiency in the Spanish banking sector (1985-1996): a non-parametric approach Maudos, J.
2003
1 p. 1-12
artikel
31 Czech parallel capital markets: discrepancies and inefficiencies Hanousek, Jan
2001
1 p. 45-55
artikel
32 Day of the week effect on the Greek stock market Alexakis, Panayotis
1995
1 p. 43-50
artikel
33 Day-of-the-week effects: evidence from developing stock markets Wong, Kie Ann
1992
1 p. 49-56
artikel
34 Declared investment plans and IPO firm value Hill, Paula
2008
1 p. 23-39
artikel
35 Demand for consumer borrowing in the UK, 1969-90 Hartropp, Andrew
1992
1 p. 11-20
artikel
36 Diversification benefits in trading? Markellos, Raphael N.
2004
1 p. 13-17
artikel
37 Does futures speculation stabilize spot prices? Evidence from metals markets Kocagil, Ahmet Enis
1997
1 p. 115-125
artikel
38 Does the behaviour of the asset tell us anything about the option price formula? A cautionary tale Rogers, L. C. G.
2000
1 p. 37-39
artikel
39 Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? Jiang, Christine
2000
1 p. 95-104
artikel
40 Do markets learn from experience? Price reaction to stock dividends in the Turkish market Aydogan, Kursat
1998
1 p. 41-49
artikel
41 Economies of scale in the Italian saving bank industry Simper, Richard
1999
1 p. 11-19
artikel
42 Efficiency of the forward market day by day and month by month Copeland, Laurence S.
1993
1 p. 79-87
artikel
43 Empirical evidence on the time-series behaviour of stock and bond prices in the inter-war period Peel, D. A.
1993
1 p. 15-20
artikel
44 Enterprising pursuit of rents and the case of takeovers Baumol, William J.
1991
1 p. 1-10
artikel
45 Equity retention and initial public offerings: the influence of signalling and entrenchment effects Keasey, Kevin
1997
1 p. 75-85
artikel
46 Euro area inflation: long-run determinants and short-run dynamics Boschi, Melisso
2007
1 p. 9-24
artikel
47 Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines Abdalla, Issam S. A.
1997
1 p. 25-35
artikel
48 Expiration-day effect: evidence from high-frequency data in the Hong Kong stock market Kan, Andy C. N.
2001
1 p. 107-118
artikel
49 Financial fragility, heterogeneous agents, and aggregate fluctuations: evidence from a panel of US firms Stanca, Luca
1999
1 p. 87-99
artikel
50 Fitting term structure of interest rates using B-splines: the case of Taiwanese Government bonds Lin, Bing-Huei
2002
1 p. 57-75
artikel
51 Forecasting the term structure of interest rates for Turkey: a factor analysis approach Alper, C. Emre
2007
1 p. 77-85
artikel
52 Forecasting volatility in the Spanish option market Corredor, Pilar
2004
1 p. 1-11
artikel
53 Forward-looking agents and macroeconomic determinants of the equity price in a small open economy Kia, Amir
2003
1 p. 37-54
artikel
54 Have voluntary divestitures of US corporations increased shareholder wealth? Empirical evidence from the life cycle Pashley, Mary M.
1993
1 p. 39-49
artikel
55 Hedging sterling eurobond portfolios: a proposal for eurobond futures contract Clare, A. D.
2001
1 p. 37-44
artikel
56 Hedging wheat and canola at the Winnipeg Commodity Exchange Sephton, Peter S.
1993
1 p. 67-72
artikel
57 Hungary: the initial stages in the financial sector reform of a socialist economy in transition Blejer, Mario I.
1992
1 p. 33-42
artikel
58 Imaginary moneys as international units of account Wolf, Holger C.
2002
1 p. 1-8
artikel
59 Impact of interest rate swaps on corporate capital structure: an empirical investigation Yang, Jian
2001
1 p. 75-81
artikel
60 Impulse responses in a threshold cointegrated system: the case of natural gas markets Root, T. H.
2003
1 p. 23-35
artikel
61 Inflation, real stock returns, and monetary policy Graham, Fred C.
1996
1 p. 29-35
artikel
62 Insurance and saving Hey, John D.
1991
1 p. 35-42
artikel
63 Interaction among China-related stocks: evidence from a causality test with a new procedure Tian, Gary Gang
2004
1 p. 67-72
artikel
64 Interdependence between the US and major European equity markets: evidence from spectral analysis Asimakopoulos, Ioannis
2000
1 p. 41-47
artikel
65 Interest rate differentials, market integration, and the efficiency of commodity futures markets Jumah, Adusei
1999
1 p. 101-108
artikel
66 International correlations and excess returns in European stock markets: does EMU matter? Kempa, Bernd
2001
1 p. 69-73
artikel
67 International correlation structure of financial market movements - the evidence from the UK and the US Cheng, Arnold C. S.
1998
1 p. 1-12
artikel
68 International diversification among the capital markets of the EEC Espitia, M.
1994
1 p. 1-10
artikel
69 Intraday stock price patterns in the Greek stock exchange Niarchos, N. A.
2003
1 p. 13-22
artikel
70 IPO profit forecasts and their role in signalling firm value and explaining post-listing returns Firth, Michael
1998
1 p. 29-39
artikel
71 Irish loan—deposit interest rate margins: a duration-based approach Cronin, David
1995
1 p. 27-32
artikel
72 Is one price enough to value a state-contingent asset correctly? Evidence from a gambling market Cain, Michael
2002
1 p. 33-38
artikel
73 Leases, debt and taxable capacity Adedeji, Abimbola
1996
1 p. 71-83
artikel
74 Long run behaviour of Pacific-Basin stock prices Corhay, Albert
1995
1 p. 11-18
artikel
75 Macroeconomic determinants of long-term stock market comovements among major EMS countries Cheung, Yin-Wong
1999
1 p. 73-85
artikel
76 Managerial objectives in Japanese banking: a test of the expense preference hypothesis Izawa, Hiroshi
1998
1 p. 89-99
artikel
77 Mean aversion and return predictability in currency futures Puri, Tribhuvan N.
2002
1 p. 9-18
artikel
78 Measuring bank profit efficiency Fitzpatrick, Trevor
2008
1 p. 1-8
artikel
79 Measuring cost inefficiency in the UK life insurance industry Hardwick, Philip
1997
1 p. 37-44
artikel
80 Meltdown of 1987 and meteor showers among Pacific-Basin stock markets Choudhry, Taufiq
2000
1 p. 71-80
artikel
81 Modelling volatility and testing for efficiency in emerging capital markets: the case of the Athens stock exchange Siourounis, Gregorios D.
2002
1 p. 47-55
artikel
82 Monetary policy rules in practice: evidence from Turkey and Israel Yazgan, M. Ege
2007
1 p. 1-8
artikel
83 Money and stock prices in the United States Serletis, Apostolos
1993
1 p. 51-54
artikel
84 Money demand stability under currency substitution: some recent evidence Chaisrisawatsuk, Santi
2004
1 p. 19-27
artikel
85 Monte Carlo tests of cointegration in a bivariate normal common factor system Ostermark, Ralf
2000
1 p. 81-93
artikel
86 Multivariate Granger causality in international asset pricing: evidence from the Finnish and Japanese financial economies Ostermark, Ralf
1998
1 p. 67-72
artikel
87 New evidence on the expectations theory of the term structure of Australian Commonwealth Government Treasury yields Guest, Ross
1998
1 p. 81-87
artikel
88 Noncredit risks subsidization in the international capital standards Mohanty, Sunil K.
2001
1 p. 9-16
artikel
89 Nonparametric cointegration analysis of real exchange rates Coakley, Jerry
2001
1 p. 1-8
artikel
90 Number preference in Australian stocks Doucouliagos, Hristos
2004
1 p. 43-54
artikel
91 On the application of the Black and Scholes formula to valuing bonds with embedded options: the case of extendible bonds Athanassakos, George
1996
1 p. 37-48
artikel
92 On the size and power of normalized autocorrelation coefficients Kwan, Andy C. C.
2005
1 p. 1-11
artikel
93 Overreaction: the sensitivity of defining the duration of the formation period Saleh, Walid
2007
1 p. 45-61
artikel
94 Persistence in UK share returns: some evidence from disaggregated data Macdonald, R.
1993
1 p. 27-38
artikel
95 Price limits and overreaction in the Athens stock exchange Diacogiannis, George P.
2005
1 p. 53-61
artikel
96 Price spread and convenience yield behaviour in the international oil market Milonas, Nikolaos T.
2001
1 p. 23-36
artikel
97 Pricing and quality option in Japanese government bond futures Lin, Bing-Huei
1999
1 p. 51-65
artikel
98 Purchasing power parity: new methods and extensions Manzur, Meher
1995
1 p. 19-26
artikel
99 Re-examining purchasing power parity for East-Asian currencies: 1976-2002 Baharumshah, Ahmad Zubaidi
2008
1 p. 75-85
artikel
100 Regularities in the data between major equity markets: evidence from Granger causality tests Smith, Kenneth L.
1993
1 p. 55-60
artikel
101 Regulation and systematic risk: the case of the water industry in England and Wales Pescetto, Gioia M.
2008
1 p. 61-73
artikel
102 Regulation, deregulation and managerial behaviour: new evidence on expense preference in banking Gropper, Daniel M.
1996
1 p. 1-7
artikel
103 Risk premia in Eurodollar futures prices Lauterbach, Beni
1996
1 p. 49-57
artikel
104 Risk premium: insights over the threshold Fernandes, Jose L. B.
2008
1 p. 41-59
artikel
105 Seasonal cointegration analysis for German M3 money demand Herwartz, Helmut
2003
1 p. 71-78
artikel
106 Seasonality in stock returns: evidence from an emerging market Al-Saad, Khalid
2005
1 p. 63-71
artikel
107 Seasonal pattern in volatility in Asian stock markets Ho, Richard Yan-Ki
1994
1 p. 61-67
artikel
108 Security price reaction to divestments by healthy and financially distressed firms: the case of MBOs Saadouni, B.
1996
1 p. 85-90
artikel
109 Short- and long-term links among European and US stock markets Gerrits, Robert-Jan
1999
1 p. 1-9
artikel
110 Short positions, size effect, and the liquidity hypothesis: implications for stock performance Elfakhani, Said
2000
1 p. 105-116
artikel
111 Small businesses and bank financing: a regional view McKillop, D. G.
1994
1 p. 69-73
artikel
112 Some international evidence on stock prices as leading indicators of economic activity Aylward, Anthony
2000
1 p. 1-14
artikel
113 Some international evidence regarding the stochastic memory of stock returns Crato, Nuno
1994
1 p. 33-39
artikel
114 Technical and scale efficiency in UK building societies Drake, Leigh
1992
1 p. 1-9
artikel
115 Testing a non-linerar model of portfolio behaviour with time-varying expectations and risks: the case of UK private sector pension funds Blake, David
1991
1 p. 43-59
artikel
116 Testing for inconsistencies in the estimation of UK capital structure determinants Bevan, A. A.
2004
1 p. 55-66
artikel
117 Tests of covered interest parity on the Euromarket with high-quality data Committeri, Marco
1993
1 p. 89-93
artikel
118 The cost of equity capital and the risk premium on equities Scott, M. FG.
1992
1 p. 21-32
artikel
119 The demand for household debt in the USA: evidence from the 1995 Survey of Consumer Finance Crook, Jonathan
2001
1 p. 83-91
artikel
120 The determinants of actuarial costs in the New Zealand life insurance industry Adams, Mike
1997
1 p. 1-7
artikel
121 The determinants of corporate debt maturity: evidence from UK firms Ozkan, Aydin
2002
1 p. 19-24
artikel
122 The hedging effectiveness of stock index futures: evidence for the FTSE-100 and FTSE-mid250 indexes traded in the UK Butterworth, Darren
2001
1 p. 57-68
artikel
123 The impact of corporate growth opportunities on the market response to new equity announcements Burton, B. M.
2000
1 p. 27-36
artikel
124 The impact of M3 announcements on interest rates in the United Kingdom Brooks, R. M.
1991
1 p. 21-24
artikel
125 The impact of monetary policy and banks' balance sheets: some international evidence Bacchetta, Philippe
2000
1 p. 15-26
artikel
126 The internal and cross market efficiency in index option markets: an investigation of the Italian market Brunetti, M.
2007
1 p. 25-33
artikel
127 The international transmission of stock market fluctuation between the developed markets and the Asian—Pacific markets Cheung, Yan-Leung
1992
1 p. 43-47
artikel
128 The long-run gains from international equity diversification: Australian evidence from cointegration tests Allen, D. E.
1995
1 p. 33-42
artikel
129 The market efficiency hypothesis on stock prices: international evidence in the 1920s Lee, Junsoo
1998
1 p. 61-65
artikel
130 The relationship between US and Canadian wheat futures Booth, G. Geoffrey
1998
1 p. 73-80
artikel
131 The relative performance of the PER and PSR filters with stochastic dominance: evidence from the Taiwan Stock Exchange Chou, Peter Shyan-Rong
1996
1 p. 19-27
artikel
132 The stock market impact of German reunification: international evidence Brooks, Robert D.
2005
1 p. 31-42
artikel
133 The valuation effects of the Mexican debt crisis: a re-examination Sundaram, Sridhar
1997
1 p. 97-106
artikel
134 The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-1994 Coutts, J. Andrew
1999
1 p. 67-71
artikel
135 Traded Options: Capital gains and the term structure of implied volatilities Brookfield, David
1993
1 p. 1-13
artikel
136 Underpricing in Chinese IPOs-some recent evidence Deng, Haini
2008
1 p. 9-22
artikel
137 Univariate time-series behaviour of merger activity and its various components in the United States Chowdhry, Abdur R.
1993
1 p. 61-66
artikel
138 Using a VECM to test exogeneity and forecastability in the PPP condition Norrbin, Stefan C.
1997
1 p. 87-95
artikel
139 Variable betas on the Stockholm exchange 1971-1989 Wells, Curt
1994
1 p. 75-92
artikel
140 Volatility in the transition markets of Central Europe Kasch-Haroutounian, Maria
2001
1 p. 93-105
artikel
141 What will be the risk-free rate and benchmark yield curve following European monetary union? Brooks, Chris
2000
1 p. 59-69
artikel
142 Why firms hedge with currency derivatives: an examination of transaction and translation exposure Hagelin, Niclas
2003
1 p. 55-69
artikel
                             142 gevonden resultaten
 
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