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                             146 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A bias-adjusted Black and Scholes option pricing model Ncube, Mthuli
1995
2 p. 51-60
artikel
2 A decomposition of the term structure model of Heath, Jarrow and Morton Guo, Chen
1998
2 p. 111-118
artikel
3 A multi-country analysis of the temporary and permanent components of stock prices Gallagher, Liam A.
1999
2 p. 129-142
artikel
4 Analysing one-month Euro-market interest rates by fractionally integrated models Iglesias, Emma M.
2005
2 p. 95-106
artikel
5 An assessment of risk and return: some empirical findings from the Hong Kong stock exchange Cheung, Yan-Leung
1992
2 p. 105-114
artikel
6 An empirical analysis of the relationship of bond yield spreads and macro economic factors Athanassakos, George
2001
2 p. 197-207
artikel
7 An empirical investigation of convergence among European equity markets Fraser, P.
1994
2 p. 149-157
artikel
8 An empirical investigation on the determinants of capital structure: the UK and Italian experience Panno, A.
2003
2 p. 97-112
artikel
9 An examination of return and volatility patterns on the Irish equity market Alles, Lakshman
2001
2 p. 137-146
artikel
10 An examination of the Oslo Stock Exchange options market Berg, Egil
1996
2 p. 103-113
artikel
11 An investigation of the robustness of the day-of-the-week effect in Australia Easton, Stephen A.
1994
2 p. 99-110
artikel
12 Anomalies in US equity markets: a re-examination of the January effect Mehdian, Seyed
2002
2 p. 141-145
artikel
13 A nonparametric test for marginal conditional stochastic dominance Seiler, Edward J.
2001
2 p. 173-177
artikel
14 A non-parametric view of money/income causality Sephton, Peter S.
1995
2 p. 79-84
artikel
15 ARCH modelling of Australian bilateral exchange rate data McKenzie, Michael D.
1997
2 p. 147-164
artikel
16 A regression tree analysis of real interest rate regime changes Johnson, Paul A.
2000
2 p. 171-176
artikel
17 A simple test of the Fama and French model using daily data: Australian evidence Faff, Robert
2004
2 p. 83-92
artikel
18 A simultaneous, rational expectations model of the Australian dollar/US dollar market Goss, Barry A.
1996
2 p. 163-174
artikel
19 Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models Degiannakis, Stavros
2007
2 p. 149-171
artikel
20 Asymmetries and non-linearities in economic activity Fornari, Fabio
1997
2 p. 203-206
artikel
21 A tatonnement model for dynamic adjustment of investment company share prices Anderson, Seth C.
1993
2 p. 159-168
artikel
22 A test of relative efficiency between two sets of securities Chou, Pin-Huang
1997
2 p. 192-195
artikel
23 A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market Heaney, Richard A.
1996
2 p. 143-153
artikel
24 A test of the efficiency of the European Options Exchange Joo, Tan How
1993
2 p. 175-181
artikel
25 Banks' riskiness over the business cycle: a panel analysis on Italian intermediaries Quagliariello, Mario
2007
2 p. 119-138
artikel
26 Building society ownership structure and capital management Sharpe, Ian G.
1991
2 p. 71-78
artikel
27 Calling for the true margin Keppo, Jussi
1997
2 p. 207-212
artikel
28 Charter status, ownership type and efficiency in the thrift industry Caudill, Janice E.
2001
2 p. 147-155
artikel
29 Combining analysts' forecasts with causal model forecasts of earnings growth Terregrossa, Salvatore J.
1999
2 p. 143-153
artikel
30 Comparison of univariate and multivariate Granger causality in international asset pricing. Evidence from Finnish and Japanese financial economies Ostermark, Ralf
1999
2 p. 155-165
artikel
31 Consumer confidence announcements: do they matter? Gulley, O. David
1998
2 p. 155-166
artikel
32 CRISMA revisited Goodacre, Alan
2001
2 p. 221-230
artikel
33 Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index Keef, Stephen P.
2005
2 p. 107-119
artikel
34 Determinants of outsider excess returns from insider transactions and semi-strong form efficiency Toutkoushian, Robert K.
1996
2 p. 155-162
artikel
35 Determinants of stock price reaction to announcements of equity financing by US firms Muhtaseb, Majed R.
1991
2 p. 61-69
artikel
36 Deterministic trends and money-output causality Serletis, Apostolos
1994
2 p. 143-147
artikel
37 Dividend policy and stock price volatility: Australian evidence Allen, Dave E.
1996
2 p. 175-188
artikel
38 Do country or firm factors explain capital structure? Evidence from SMEs in France and Greece Daskalakis, Nikolaos
2008
2 p. 87-97
artikel
39 Does idiosyncratic risk matter? Evidence from European stock markets Angelidis, Timotheos
2008
2 p. 125-137
artikel
40 Does purchasing power parity hold after all? Evidence from a robust test Guimaraes-Filho, Roberto Fernandes
1999
2 p. 167-172
artikel
41 Do financial markets and the Maastricht Treaty discipline governments? New evidence De Haan, Jakob
2000
2 p. 221-226
artikel
42 Effects of financial structure and instruments on income of low income credit unions Kebede, Ellene
2001
2 p. 231-236
artikel
43 Empirical analysis of pricing efficiency in the Hungarian capital markets Murphy, A.
1992
2 p. 63-78
artikel
44 Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets Wang, Peijie
2001
2 p. 127-136
artikel
45 Estimating the risk premium of swap spreads. Two econometric GARCH-based techniques Castagnetti, Carolina
2004
2 p. 93-104
artikel
46 Evidence on the determinants of equity issue method in the UK Burton, B. M.
2003
2 p. 145-157
artikel
47 Evidence on the stochastic structure of exchange rates in the inter-war period Byers, J. D.
1992
2 p. 99-103
artikel
48 Exchange rate convergence and market efficiency Karfakis, Costas I.
1994
2 p. 93-98
artikel
49 Financial constraints on the growth of high technology small firms in the United Kingdom Westhead, Paul
1997
2 p. 197-201
artikel
50 Foreign exchange market efficiency and cointegration Ferre, Montserrat
2002
2 p. 131-139
artikel
51 Hedging downside risk with futures contracts Lien, Donald
2000
2 p. 163-170
artikel
52 Identification of corporate distress in UK industrials: a conditional probability analysis approach Lin, L.
2004
2 p. 73-82
artikel
53 Induced persistence or reversals in fund performance?: the effect of survivorship bias Hallahan, Terrence A.
2001
2 p. 119-126
artikel
54 Informational efficiency of European equity markets Hodgkinson, Lynn
1991
2 p. 79-83
artikel
55 Information effects of First Republic Bank's failure Madura, Jeff
1991
2 p. 89-96
artikel
56 Information release, signalling, and market competition Daves, Phillip R.
1993
2 p. 145-158
artikel
57 Information risk and initial public offerings: an empirical investigation 1992
2 p. 93-98
artikel
58 Interest rate pass-through and financial crises: do switching regimes matter? the case of Argentina Humala, Alberto
2005
2 p. 77-94
artikel
59 Interest rate spreads implicit in options: Spain and Italy against Germany Adao, Bernardino
2000
2 p. 155-161
artikel
60 Investment decisions and the role of debt, liquid assets and cash flow: evidence from Italian panel data Galeotti, Marzio
1994
2 p. 121-132
artikel
61 Linkage between S&P and non-S&P stocks on the NYSE Jones, Jonathan D.
1993
2 p. 127-144
artikel
62 Listing and the liquidity of bank stocks: revisited Fraser, Donald R.
1997
2 p. 165-172
artikel
63 Long memory in the Greek stock market Barkoulas, John T.
2000
2 p. 177-184
artikel
64 Long swings in the Canadian dollar Pinno, Karl
2005
2 p. 73-76
artikel
65 Making political capital: the behaviour of the UK capital markets during Election'97 Steeley, J. M.
2003
2 p. 85-95
artikel
66 Market integration and extreme co-movements in APEC emerging equity markets Li, Xiao-Ming
2008
2 p. 99-113
artikel
67 Market structure and performance in Spanish banking using a direct measure of efficiency Maudos, Joaquin
1998
2 p. 191-200
artikel
68 Measuring efficiency and productivity growth in Japanese banking: a nonparametrie frontier approach Fukuyama, Hirofumi
1995
2 p. 95-107
artikel
69 Modelling the asymmetry of stock market volatility Henry, Olan
1998
2 p. 145-153
artikel
70 Modelling the effects of regulatory discretion: Carsberg vs Spottiswoode Robinson, T. A.
2000
2 p. 117-121
artikel
71 Monetary disturbance or financial market collapse: tests of two theories of the Great Depression McKiernan, Barbara
1998
2 p. 133-144
artikel
72 Money and growth in a sectoral production function framework Robert, W.
1994
2 p. 133-142
artikel
73 Nominal interest rates, expected inflation and varying marginal income tax rates Alangar, Sadhana M.
1999
2 p. 209-214
artikel
74 Nonlinearities in the black market zloty-dollar exchange rate: some further evidence McMillan, David G.
2001
2 p. 209-220
artikel
75 On stocks, bonds and business conditions Loflund, Anders
1997
2 p. 137-146
artikel
76 On the relationship between nominal exchange rates and domestic and foreign prices Paya, Ivan
2007
2 p. 105-117
artikel
77 On the significance of the economic determinants of systematic risk: empirical evidence with Finnish data Martikainen, Teppo
1991
2 p. 97-104
artikel
78 On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange Al-Loughani, Nabeel
1997
2 p. 173-176
artikel
79 Outlier time-series models and analysts' forecasting of GNP and corporate earnings per share Guerard, John B.
1995
2 p. 113-119
artikel
80 Ownership structure and firm performance: evidence from the UK financial services industry Mudambi, Ram
1998
2 p. 175-180
artikel
81 Parallel exchange market as a transition mechanism for foreign exchange reform: China's experiment Lu, Maozu
2000
2 p. 123-135
artikel
82 Parameterization of model-consistent expectations in monetary policy models Hoogenveen, Victoria
1999
2 p. 193-200
artikel
83 Performance persistence and the source of returns for hedge funds Harri, A.
2004
2 p. 131-141
artikel
84 Precious metals and inflation Taylor, Nicholas J.
1998
2 p. 201-210
artikel
85 Predictive ability of earnings and dividend yield: an empirical evaluation of New Zealand stocks Raj, Mahendra
1995
2 p. 109-111
artikel
86 Purchasing power parity in the long run and structural breaks: evidence from real sterling exchange rates Parkes, Andrew L. H.
1999
2 p. 117-127
artikel
87 Regime switching in stock market returns Schaller, Huntley
1997
2 p. 177-191
artikel
88 Relationship between debt, R&D and physical investment, evidence from US firm-level data Chiao, Chaoshin
2002
2 p. 105-121
artikel
89 Reports of the death of the efficient markets hypothesis are greatly exaggerated! Atkins, Allen B.
1993
2 p. 95-100
artikel
90 Risk taking behaviour and managerial ownership in the United States life insurance industry Chen, Carl R.
2001
2 p. 165-171
artikel
91 Seasonality in the Athens stock exchange Mills, T. C.
2000
2 p. 137-142
artikel
92 Setting futures margins: the extremes approach Dewachter, Hans
1999
2 p. 173-181
artikel
93 Short-term interest rates as predictors of inflation revisited: a signal extraction approach Cheung, Kui-Yin
1993
2 p. 113-118
artikel
94 Sources of shareholders' wealth gains from asset sales Gadad, Abdul Magid
2005
2 p. 137-141
artikel
95 Stochastic behaviour of the Athens stock exchange Koutmos, Gregory
1993
2 p. 119-126
artikel
96 Stochastic volatility forecasting and risk management Sadorsky, Perry
2005
2 p. 121-135
artikel
97 Stock market and aggregate economic activity: evidence from Australia Chaudhuri, K.
2004
2 p. 121-129
artikel
98 Stock market prices, 'causality' and efficiency: evidence from the Athens stock exchange Niarchos, Nikitas A.
1998
2 p. 167-174
artikel
99 Stock price determination and the effect of continued merger policy Yagil, Joseph
1993
2 p. 169-173
artikel
100 Stock returns and inflation: a macro analysis Groenewold, Nicolaas
1997
2 p. 127-136
artikel
101 Stock splits and stock return behaviour: how Germany tries to improve the attractiveness of its stock market Bley, Jorg
2002
2 p. 85-93
artikel
102 Strategic parameters for capital budgeting when abandonment value is stochastic Clark, Ephraim
2002
2 p. 123-130
artikel
103 Sudden shifts in variance in the Spanish market: persistence and spillover effects Marcelo, Jose Luis Miralles
2008
2 p. 115-124
artikel
104 Swedish stocks, bonds, bills and inflation (1919-1990) Frennberg, Per
1992
2 p. 79-86
artikel
105 Technical analysis in foreign exchange markets: evidence from the EMS FernAndez-RodrIguez, F.
2003
2 p. 113-122
artikel
106 Technical analysis versus market efficiency - a genetic programming approach Fyfe, Colin
1999
2 p. 183-191
artikel
107 Testing a non-linear model of portflio behaviour with time-varying expectations and risks: the case of UK private sector persion funds Blake, David
1991
2 p. 105-121
artikel
108 Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling Josev, Thomas
2001
2 p. 157-163
artikel
109 Testing the expectations theory in a market of short-term financial assets Albentosa, Maria Asuncion Prats
1998
2 p. 101-109
artikel
110 Testing the Fisher effect as a long-run equilibrium relation Daniels, Joseph P.
1996
2 p. 115-120
artikel
111 Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations Lim, G. C.
1998
2 p. 181-190
artikel
112 Testing volatility on the Trinidad and Tobago Stock Exchange Leon, Hyginus
2000
2 p. 207-220
artikel
113 Tests for interest rate convergence and structural breaks in the EMS Fountas, Stilianos
1998
2 p. 127-132
artikel
114 Tests of rational bubbles using cointegration theory Lim, Kian-Guan
1991
2 p. 85-87
artikel
115 Tests of the risk premium on foreign currency futures impiled by the intertemporal asset pricing theory Gencay, Ramazan
1995
2 p. 85-94
artikel
116 The causes and consequences of central bank money supply decisions: evidence from Africa Fielding, David
1996
2 p. 121-141
artikel
117 The causes of the long stagnation in Japan Miyakoshi, Tatsuyoshi
2004
2 p. 113-120
artikel
118 The determinants of corporate financial performance in the Bermuda insurance market Adams, M.
2003
2 p. 133-143
artikel
119 The diminishing calendar anomalies in the stock exchange of Singapore Tan, Ruth Seow Kuan
1998
2 p. 119-125
artikel
120 The disclosure of directors' share option information in UK companies Conyon, Martin J.
2002
2 p. 95-103
artikel
121 The dynamics of adjustment in deviations from covered interest parity in the Euromarket: evidence from matched daily data Atkins, Frank J.
1993
2 p. 183-187
artikel
122 The effect of derivatives trading on volatility of the underlying asset: evidence from the Greek stock market Drimbetas, Evangelos
2007
2 p. 139-148
artikel
123 The effects of news on exchange rates when the risk premium is considered Newby, Van A.
2002
2 p. 147-153
artikel
124 The financial performance of companies acquiring very large takeover targets Chatterjee, R. A.
2000
2 p. 185-191
artikel
125 The impact of financial innovations on the demand for money in the UK and Canada Arestis, Philip
1992
2 p. 115-123
artikel
126 The impact of the introduction of futures contracts on the spot market volatility: the case of Kuala Lumpur Stock Exchange Pok, Wee Ching
2004
2 p. 143-154
artikel
127 The impact of the movements in US threemonth Treasury bill yields on the equity markets in Latin America Soydemir, Gokce A.
2002
2 p. 77-84
artikel
128 The linear and non-linear dependence of stock returns and trading volume in the Finnish stock market Martikainen, Teppo
1994
2 p. 159-169
artikel
129 The pecking order hypothesis: Australian evidence Allen, David E.
1993
2 p. 101-112
artikel
130 The price behaviour of initial public offerings on the Taiwan Stock Exchange Huang, Yen-Sheng
1999
2 p. 201-208
artikel
131 The private cost of socially responsible investing Diltz, J. David
1995
2 p. 69-77
artikel
132 The rational expectations hypothesis and the cross-section of bond yields Harris, Richard D. F.
2004
2 p. 105-112
artikel
133 The relationship between charter value and bank market concentration: the influence of regulations and institutions Gonzalez-Rodriguez, Francisco
2008
2 p. 153-172
artikel
134 The relationship between short-term and forward interest rates: a structural time-series analysis Iyer, Sridhar
2000
2 p. 143-153
artikel
135 The risk and return of UK equities following price innovations: a case of market inefficiency? Hudson, Robert
2001
2 p. 187-196
artikel
136 The role of fundamentalists and technicians in the foreign exchange market when the domestic currency is pegged to a basket Moosa, I. A.
2003
2 p. 79-84
artikel
137 The role of information in Hong Kong individual stock futures trading Mckenzie, M. D.
2003
2 p. 123-131
artikel
138 The size effect: a multiperiod analysis Fong, Wai Mun
1992
2 p. 87-92
artikel
139 Time-varying risk premia in the term structure of interest rates in New Zealand Margaritis, Daimitri
1994
2 p. 111-120
artikel
140 Trade intensity in the Russian stock market: dynamics, distribution and determinants Anatolyev, Stanislav
2007
2 p. 87-104
artikel
141 UK stock and government bond markets: predictability and the term structure Fraser, Patricia
1995
2 p. 61-67
artikel
142 Using chaos measures to examine international capital market integration Sewell, Susan P.
1996
2 p. 91-101
artikel
143 Volatility smiles and the information content of news Fornari, Fabio
2001
2 p. 179-186
artikel
144 Wealth and liquidity effects of stock delistings: empirical evidence from the stock exchanges of Singapore and Malaysia Meera, Ahamed Kameel
2000
2 p. 199-206
artikel
145 Wealth effects of financial internationalization: a case of the Yen-Dollar Agreement between the United States and Japan Yamori, Nobuyoshi
2000
2 p. 193-198
artikel
146 Why does the correlation between stock and bond returns vary over time? Andersson, Magnus
2008
2 p. 139-151
artikel
                             146 gevonden resultaten
 
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