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 |