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 |
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