nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An empirical analysis of the effects of options and futures listing on the underlying stock return volatility: the Portuguese case
|
Calado, Joao Paulo Tome |
|
2005 |
|
13 |
p. 907-913 |
artikel |
2 |
Are credit ratings valuable information?
|
Czarnitzki, Dirk |
|
2007 |
|
13 |
p. 1061-1070 |
artikel |
3 |
Are economic tracking portfolios useful for forecasting output and inflation in Austria?
|
Raunig, Burkhard |
|
2007 |
|
13 |
p. 1043-1049 |
artikel |
4 |
Are emerging stock market price indices really stationary?
|
Phengpis, Chanwit |
|
2006 |
|
13 |
p. 931-939 |
artikel |
5 |
Belgian railroad stock returns, 1836-1957
|
Buelens, Frans |
|
2005 |
|
13 |
p. 915-930 |
artikel |
6 |
Bid-ask spreads in commodity futures markets
|
Bryant, Henry L. |
|
2004 |
|
13 |
p. 923-936 |
artikel |
7 |
Conditional confidence intervals for the equity premium and other rates
|
Antoine Azar, Samih |
|
2008 |
|
13 |
p. 1085-1089 |
artikel |
8 |
Diversification efficiency and deposit rates
|
Rhodes, Mark |
|
2005 |
|
13 |
p. 935-945 |
artikel |
9 |
Economic variables and stock market returns: evidence from the Athens stock exchange
|
Patra, Theophano |
|
2006 |
|
13 |
p. 993-1005 |
artikel |
10 |
Efficient estimation and testing of oil futures contracts in a mutual offset system
|
McAleer, M. |
|
2004 |
|
13 |
p. 953-962 |
artikel |
11 |
European public real estate market integration
|
Yang, Jian |
|
2005 |
|
13 |
p. 895-905 |
artikel |
12 |
Financial development and economic growth: a symbiotic relationship
|
Handa, Jagdish |
|
2008 |
|
13 |
p. 1033-1049 |
artikel |
13 |
Forecasting volatility in the financial markets: a comparison of alternative distributional assumptions
|
Chuang, I.-Yuan |
|
2007 |
|
13 |
p. 1051-1060 |
artikel |
14 |
Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market
|
McMillan, David G. |
|
2006 |
|
13 |
p. 959-972 |
artikel |
15 |
Is Baumol's 'square root law' still relevant? evidence from micro-level data
|
Bounie, David |
|
2008 |
|
13 |
p. 1091-1098 |
artikel |
16 |
Is there an empirical link between the dollar price of the euro and the monetary fundamentals?
|
Karfakis, Costas |
|
2006 |
|
13 |
p. 973-980 |
artikel |
17 |
Is the risk-return relation positive? Further evidence from a stochastic volatility in mean approach
|
Loudon, Geoffrey F. |
|
2006 |
|
13 |
p. 981-992 |
artikel |
18 |
Mergers and acquisitions waves in the UK: a Markov-switching approach
|
Resende, Marcelo |
|
2008 |
|
13 |
p. 1067-1074 |
artikel |
19 |
Nonfundamentals and value returns
|
Chiang, Kevin C. H. |
|
2007 |
|
13 |
p. 1075-1083 |
artikel |
20 |
Nonlinear short-run adjustments in US stock market returns
|
Chang, Tsangyao |
|
2008 |
|
13 |
p. 1075-1083 |
artikel |
21 |
On the long memory properties of emerging capital markets: evidence from Istanbul stock exchange
|
Kili, Rehim |
|
2004 |
|
13 |
p. 915-922 |
artikel |
22 |
Serial correlation in the returns of UK capitalization based portfolios
|
Chelley-Steeley, P. |
|
2004 |
|
13 |
p. 975-979 |
artikel |
23 |
Shrunken earnings predictions are better predictions
|
Keil, Manfred |
|
2004 |
|
13 |
p. 937-943 |
artikel |
24 |
Simple and extended Kalman filters: an application to term structures of commodity prices
|
Lautier, Delphine |
|
2004 |
|
13 |
p. 963-973 |
artikel |
25 |
Tax-loss selling and seasonal effects in the UK
|
Chen, Qiwei |
|
2007 |
|
13 |
p. 1027-1035 |
artikel |
26 |
The effect of monetary policy on bank lending in Turkey
|
Sengonul, Ahmet |
|
2005 |
|
13 |
p. 931-934 |
artikel |
27 |
The market response to information quality shocks: the case of Enron
|
Dunne, Peter G. |
|
2008 |
|
13 |
p. 1051-1066 |
artikel |
28 |
The overreaction hypothesis in the UK market: empirical analysis
|
Mazouz, Khelifa |
|
2007 |
|
13 |
p. 1101-1111 |
artikel |
29 |
The volatility effects of nontrading for stock market returns
|
VanderWeele, Tyler J. |
|
2007 |
|
13 |
p. 1037-1041 |
artikel |
30 |
Time-varying risk components in the single-factor market model: an exact most powerful invariant test
|
Shively, Philip A. |
|
2004 |
|
13 |
p. 945-952 |
artikel |
31 |
Trading collar, intraday periodicity and stock market volatility
|
Aradhyula, Satheesh V. |
|
2004 |
|
13 |
p. 909-913 |
artikel |
32 |
Undervaluation, private information, agency costs and the decision to go private
|
Weir, C. |
|
2005 |
|
13 |
p. 947-961 |
artikel |
33 |
Using financial ratios to differentiate domestic and multinational corporations
|
McGowan, Carl B. |
|
2007 |
|
13 |
p. 1071-1074 |
artikel |
34 |
What determines the speed of adjustment to the target capital structure?
|
Drobetz, Wolfgang |
|
2006 |
|
13 |
p. 941-958 |
artikel |
35 |
What factors drive IPO aftermarket risk?
|
Gleason, K. |
|
2008 |
|
13 |
p. 1099-1110 |
artikel |
36 |
What macro-innovation risks really are priced in Japan?
|
Tsuji, Chikashi |
|
2007 |
|
13 |
p. 1085-1099 |
artikel |