nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A comparison of short-term interest rate models: empirical tests of interest rate volatility
|
Niizeki, Mikiyo Kii |
|
1998 |
|
5 |
p. 505-512 |
artikel |
2 |
A market-augmented model for SIMEX Brent crude oil futures contracts
|
Sequeira, John M. |
|
2000 |
|
5 |
p. 543-552 |
artikel |
3 |
A multivariate test for stock market efficiency: the case of ASE
|
Kavussanos, Manolis G. |
|
2001 |
|
5 |
p. 573-579 |
artikel |
4 |
An empirical analysis of corporate takeover defences and earnings management: evidence from the US
|
Jiraporn, Pornsit |
|
2005 |
|
5 |
p. 293-303 |
artikel |
5 |
An empirical investigation of asset-liability management of small US commercial banks
|
Lai, Van Son |
|
1997 |
|
5 |
p. 525-536 |
artikel |
6 |
An examination of financial integration for the group of seven (G7) industrialized countries using an I() cointegration model
|
Tahai, A. |
|
2004 |
|
5 |
p. 327-335 |
artikel |
7 |
A note on Credit Union reserve ratios and asset growth
|
Jefferson, C. W. |
|
1998 |
|
5 |
p. 455-458 |
artikel |
8 |
Are international equity markets really asymmetric?
|
Kearney, Colm |
|
2007 |
|
5 |
p. 399-411 |
artikel |
9 |
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
|
Blair, Bevan |
|
2002 |
|
5 |
p. 319-329 |
artikel |
10 |
A theory of IPO pricing with tender prices
|
Lim, Kian-Guan |
|
1999 |
|
5 |
p. 433-442 |
artikel |
11 |
A trend towards being normal: the 'A' share experience on the Shanghai stock exchange
|
Gu, Anthony Yanxiang |
|
2003 |
|
5 |
p. 379-385 |
artikel |
12 |
A variance ratio test of the random walk hypothesis for Taiwan's stock market
|
Chang, Kuo-Ping |
|
2000 |
|
5 |
p. 525-532 |
artikel |
13 |
Bank solvency evaluation with a Markov model
|
Reboredo, Juan C. |
|
2002 |
|
5 |
p. 337-345 |
artikel |
14 |
Behavioural and fundamental explanations of discounts on closed end funds: an empirical analysis
|
Halkos, George Emm |
|
2006 |
|
5 |
p. 395-404 |
artikel |
15 |
Calendar anomalies in the Turkish foreign exchange markets
|
Aydo, Kursat |
|
2003 |
|
5 |
p. 353-360 |
artikel |
16 |
Can mergers in Europe help banks hedge against macroeconomic risk?
|
Meon, Pierre-Guillaume |
|
2005 |
|
5 |
p. 315-326 |
artikel |
17 |
CAR 2: the impact of CAR on bank capital augmentation in Spain
|
Altunbas, Yener |
|
2000 |
|
5 |
p. 507-518 |
artikel |
18 |
Cointegration between US short-term and long-term interest rates (both nominal and real)
|
Mustafa, Muhammad |
|
1995 |
|
5 |
p. 323-327 |
artikel |
19 |
Corporate bond maturity decision: an agency and transaction cost explanation
|
Kare, Dilip D. |
|
1996 |
|
5 |
p. 443-448 |
artikel |
20 |
Demand for broad money in the UK
|
Sumner, Michael |
|
1996 |
|
5 |
p. 393-399 |
artikel |
21 |
Demands for short-term assets and liabilities by UK quoted companies
|
Hay, Donald |
|
1996 |
|
5 |
p. 413-420 |
artikel |
22 |
Deregulation and security prices in Pakistan: the case of Islamization
|
Prodhan, Bimal K. |
|
1995 |
|
5 |
p. 319-322 |
artikel |
23 |
Determinants of implied risk at depository institutions
|
Madura, Jeff |
|
1994 |
|
5 |
p. 363-370 |
artikel |
24 |
Determinants of participatory rights insurance: evidence from the New Zealand life insurance industry
|
Adams, M. B. |
|
1999 |
|
5 |
p. 483-490 |
artikel |
25 |
Determinants of the leasing decision in United Kingdom listed companies
|
Adams, Mike |
|
1998 |
|
5 |
p. 487-494 |
artikel |
26 |
Deterministic versus stochastic volatility: implications for option pricing models
|
Brockman, Paul |
|
1997 |
|
5 |
p. 499-505 |
artikel |
27 |
Dividend initiation announcements effects in initial public offerings
|
McCaffrey, K. |
|
2000 |
|
5 |
p. 533-542 |
artikel |
28 |
Does currency crisis identification matter?
|
DeVicerte, S. |
|
2008 |
|
5 |
p. 387-395 |
artikel |
29 |
Does shareholder myopia lead to managerial myopia? A first look
|
Samuel, Cherian |
|
2000 |
|
5 |
p. 493-505 |
artikel |
30 |
Domestic and external factors in interest rate determination
|
Caporale, Guglielmo Maria |
|
1997 |
|
5 |
p. 465-471 |
artikel |
31 |
Duration dependence in the US stock market cycle: a parametric approach
|
Cochran, Steven J. |
|
1995 |
|
5 |
p. 309-318 |
artikel |
32 |
Dynamic analysis between the US stock returns and the macroeconomic variables
|
Ratanapakorn, Orawan |
|
2007 |
|
5 |
p. 369-377 |
artikel |
33 |
Economies of scale and scope in China's banking sector
|
Fu, Xiaoqing |
|
2008 |
|
5 |
p. 345-356 |
artikel |
34 |
Editorial
|
Dixon, Sherry |
|
2001 |
|
5 |
p. 467 |
artikel |
35 |
Efficiency and productivity change in UK banking
|
Drake, Leigh |
|
2001 |
|
5 |
p. 557-571 |
artikel |
36 |
Efficiency in Australian building societies: an econometric cost function approach
|
Worthington, Andrew C. |
|
1998 |
|
5 |
p. 459-467 |
artikel |
37 |
Efficiently ARMA-GARCH estimated trading volume characteristics in thinly traded markets
|
Solibakke, P. B. |
|
2001 |
|
5 |
p. 539-556 |
artikel |
38 |
Empirical tests of chaotic dynamics in market volatility
|
Sengupta, Jati K. |
|
1995 |
|
5 |
p. 291-300 |
artikel |
39 |
Estimating skewness persistence in market returns
|
Sengupta, Jati K. |
|
1997 |
|
5 |
p. 549-558 |
artikel |
40 |
Estimating structural exchange rate models by artificial neural networks
|
Plasmans, Joseph |
|
1998 |
|
5 |
p. 541-551 |
artikel |
41 |
Estimating time-varying risk premia in UK long-term government bonds
|
Steeley, James M. |
|
2004 |
|
5 |
p. 367-373 |
artikel |
42 |
Evidence of market inefficiency in a war environment
|
Chappell, David |
|
2000 |
|
5 |
p. 489-492 |
artikel |
43 |
Exchange rate misalignment and nonlinear convergence to purchasing power parity in the European exchange rate mechanism
|
Iannizzotto, Matteo |
|
2001 |
|
5 |
p. 511-526 |
artikel |
44 |
Ex-dividend day stock price falls on the Spanish stock market
|
Espitia, Manuel |
|
1997 |
|
5 |
p. 481-492 |
artikel |
45 |
Execution costs of dual listed Australian stocks
|
Rath, Subhrendu |
|
2007 |
|
5 |
p. 379-389 |
artikel |
46 |
Execution edge of pit traders and intraday price ranges of soft commodities
|
Kliakhandler, Igor L. |
|
2007 |
|
5 |
p. 343-350 |
artikel |
47 |
Forecasting economic time series with the DyFor genetic program model
|
Wagner, Neal |
|
2008 |
|
5 |
p. 357-378 |
artikel |
48 |
Forecasting index volatility: sampling interval and non-trading effects
|
Walsh, David M. |
|
1998 |
|
5 |
p. 477-485 |
artikel |
49 |
Forecasting interest rates from financial futures markets
|
Holden, K. |
|
1996 |
|
5 |
p. 449-461 |
artikel |
50 |
Foreign banks, profits and commercial credit extension in the United States
|
Molyneux, Philip |
|
1998 |
|
5 |
p. 533-539 |
artikel |
51 |
Foreign investment, regulation, volatility spillovers between the futures and spot markets: evidence from Taiwan
|
Kuo, Wen-Hsiu |
|
2008 |
|
5 |
p. 421-430 |
artikel |
52 |
Fractional cointegration: Monte Carlo estimates of critical values, with an application
|
Sephton, P. S. |
|
2002 |
|
5 |
p. 331-335 |
artikel |
53 |
Handle with care: cost of equity estimation with the discounted dividend model when corporations repurchase
|
Lamdin, Douglas J. |
|
2001 |
|
5 |
p. 483-487 |
artikel |
54 |
Heteroscedasticity in stock returns data revisited: volume versus GARCH effects
|
Omran, M. F. |
|
2000 |
|
5 |
p. 553-560 |
artikel |
55 |
How is the market reaction to stock splits?
|
Reboredo, Juan C. |
|
2003 |
|
5 |
p. 361-368 |
artikel |
56 |
Identifying credit and liquidity effects using a rank condition
|
Rossiter, R. D. |
|
1998 |
|
5 |
p. 469-475 |
artikel |
57 |
Investment in information technology systems and other determinants of bank profitability in the UK
|
Holden, Ken |
|
2004 |
|
5 |
p. 361-365 |
artikel |
58 |
Investor-fans? An examination of the performance of publicly traded English Premier League teams
|
Zuber, Richard A. |
|
2005 |
|
5 |
p. 305-313 |
artikel |
59 |
Is debt a substitute of equity? Relevancy of financial policy in current economic scenarios
|
Mehar, Ayub |
|
2005 |
|
5 |
p. 337-366 |
artikel |
60 |
Is there an intra-month effect on stock returns in developing stock markets?
|
Wong, Kie Ann |
|
1995 |
|
5 |
p. 285-289 |
artikel |
61 |
Is volatility risk priced after all? Some disconfirming evidence
|
Loudon, Geoffrey F. |
|
2007 |
|
5 |
p. 357-368 |
artikel |
62 |
Lead-lag patterns between small and large size portfolios in the London stock exchange
|
Mills, Terence C. |
|
2001 |
|
5 |
p. 489-495 |
artikel |
63 |
Long-term memory in stock market volatility
|
So, Mike K. P. |
|
2000 |
|
5 |
p. 519-524 |
artikel |
64 |
Long-term output growth as a predictor of stock returns
|
Lee, Kiseok |
|
1996 |
|
5 |
p. 421-432 |
artikel |
65 |
Long-term over-reaction in the UK stock market and size adjustments
|
Campbell, Kevin |
|
1997 |
|
5 |
p. 537-548 |
artikel |
66 |
Long-term valuation effects of shareholder activism
|
Akhigbe, Aigbe |
|
1997 |
|
5 |
p. 567-573 |
artikel |
67 |
Macroeconomic news effects on conditional volatilities in the bond and stock markets
|
Arshanapalli, Bala |
|
2006 |
|
5 |
p. 377-384 |
artikel |
68 |
Measurement of insider trading in wagering markets
|
Coleman, Les |
|
2007 |
|
5 |
p. 351-356 |
artikel |
69 |
Modelling China's demand for international reserves
|
Huang, Guobo |
|
1995 |
|
5 |
p. 357-366 |
artikel |
70 |
Modelling day-of-the-week seasonality in the S&P 500 index
|
Franses, Philip Hans |
|
2000 |
|
5 |
p. 483-488 |
artikel |
71 |
Modelling sterling exchange rates and interest rate differentials
|
Nicholas, Sarantis |
|
1995 |
|
5 |
p. 345-356 |
artikel |
72 |
New product innovations, information signalling and industry competition
|
Akhigbe, Aigbe |
|
2002 |
|
5 |
p. 371-378 |
artikel |
73 |
On the equilibrium value of the peseta
|
Paya, I. |
|
2003 |
|
5 |
p. 317-335 |
artikel |
74 |
Overreaction in the NFL point spread market
|
Vergin, Roger C. |
|
2001 |
|
5 |
p. 497-509 |
artikel |
75 |
Price variability, trading volume and market depth: evidence from the Australian futures market
|
Ragunathan, Vanitha |
|
1997 |
|
5 |
p. 447-454 |
artikel |
76 |
Productive efficiency, technological change and productivity in Portuguese banking
|
Mendes, Victor |
|
1999 |
|
5 |
p. 513-521 |
artikel |
77 |
Real stock prices and the long-run demand for money in Germany
|
Thornton, John |
|
1998 |
|
5 |
p. 513-517 |
artikel |
78 |
Revisiting the Holiday Effect: is it on holiday?
|
Vergin, Roger C. |
|
1999 |
|
5 |
p. 477-482 |
artikel |
79 |
Security price anomalies in an emerging market: the case of the Athens Stock Exchange
|
Coutts, Andrew |
|
2000 |
|
5 |
p. 561-571 |
artikel |
80 |
Security price anomalies in the London International Stock Exchange: a 60 year perspective
|
Arsad, Zainudin |
|
1997 |
|
5 |
p. 455-464 |
artikel |
81 |
Selecting hedge ratio maximizing utility or adjusting portfolio's beta
|
Boveroux, Philippe |
|
1999 |
|
5 |
p. 423-432 |
artikel |
82 |
SFA, TFA and a new thick frontier: graphical and analytical comparisons
|
Caudill, S. B. |
|
2002 |
|
5 |
p. 309-317 |
artikel |
83 |
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners
|
Roca, Eduardo D. |
|
1999 |
|
5 |
p. 501-511 |
artikel |
84 |
Skewness preference, value and size effects
|
Mishra, Suchismita |
|
2008 |
|
5 |
p. 379-386 |
artikel |
85 |
Stock market returns in thin markets: evidence from the Vienna Stock Exchange
|
Huber, Peter |
|
1997 |
|
5 |
p. 493-498 |
artikel |
86 |
Stock returns, real activities and temporary and persistent inflation
|
Lee, Kiseok |
|
1996 |
|
5 |
p. 433-441 |
artikel |
87 |
Stocks and currencies: are they related?
|
Ong, Li Lian |
|
1999 |
|
5 |
p. 523-532 |
artikel |
88 |
Subjective discount functions - an experimental approach
|
Benzion, Uri |
|
2004 |
|
5 |
p. 299-311 |
artikel |
89 |
Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets
|
Clare, Andrew |
|
1997 |
|
5 |
p. 517-523 |
artikel |
90 |
Testing memory patterns in the Spanish stock market
|
Blasco, Natividad |
|
1996 |
|
5 |
p. 401-411 |
artikel |
91 |
Testing the CRISMA trading system: evidence from the UK market
|
Goodacre, Alan |
|
1999 |
|
5 |
p. 455-468 |
artikel |
92 |
Testing unitary and bargaining models of Chinese household food consumption
|
Dietrich, Jason |
|
2008 |
|
5 |
p. 397-410 |
artikel |
93 |
Tests for efficiency in the forward eurodrachma market
|
Karfakis, Costas I. |
|
1994 |
|
5 |
p. 375-381 |
artikel |
94 |
Tests of regimes - switching CAPM
|
Huang, Ho-Chuan |
|
2000 |
|
5 |
p. 573-578 |
artikel |
95 |
The contribution of emerging markets in international diversification strategies
|
Kohers, Theodor |
|
1998 |
|
5 |
p. 445-454 |
artikel |
96 |
The differential effects of agency costs on multinational corporations
|
Wright, Francis W. |
|
2002 |
|
5 |
p. 347-359 |
artikel |
97 |
The differentiation of 'emerging' equity markets
|
Kumar, P. C. |
|
1999 |
|
5 |
p. 443-453 |
artikel |
98 |
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution
|
Granger, Clive W. J. |
|
2001 |
|
5 |
p. 469-474 |
artikel |
99 |
The duration and convexity of convertible preferred stock: an extension
|
Homaifar, Ghassem |
|
1994 |
|
5 |
p. 323-327 |
artikel |
100 |
The dynamics of bond yields and the stock index - with an application to the UK stock and bond market
|
Jakobsen, Jan Bo |
|
2003 |
|
5 |
p. 387-399 |
artikel |
101 |
The effectiveness of tightening illegal insider trading regulation: the case of corporate takeovers
|
Boardman, Anthony |
|
1998 |
|
5 |
p. 519-531 |
artikel |
102 |
The effect of the Asian financial crisis on the performance of Korean nationwide banks
|
Jeon, Yongil |
|
2004 |
|
5 |
p. 351-360 |
artikel |
103 |
The effect of volatility estimates in the valuation of underwritten rights issues
|
Chan, Howard W. |
|
1997 |
|
5 |
p. 473-480 |
artikel |
104 |
The effects of offering method and trading location on the pricing of IPOs in Singapore
|
Tan, Ruth Seow Kuan |
|
1999 |
|
5 |
p. 491-499 |
artikel |
105 |
The efficiency of stock and options markets: tests based on 1992 UK election opinion polls
|
Gwilym, Owain AP |
|
1994 |
|
5 |
p. 345-354 |
artikel |
106 |
The expectations theory of the term structure: a cointegration/causality analysis of US interest rates
|
Mandeno, Robert J. |
|
1995 |
|
5 |
p. 273-283 |
artikel |
107 |
The Federal Reserve's response to exchange rate shocks
|
Assane, Djeto |
|
2000 |
|
5 |
p. 461-470 |
artikel |
108 |
The impact of inflation rate announcements on interest rate volatility: Australian evidence
|
Silvapulle, Param |
|
1997 |
|
5 |
p. 559-566 |
artikel |
109 |
The impact of market contestability on the systematic risk of US bank stocks
|
Dickens, Ross N. |
|
1994 |
|
5 |
p. 315-322 |
artikel |
110 |
The impact of stock incremental information on the volatility of the Athens stock exchange
|
Diamandis, Panayiotis F. |
|
2007 |
|
5 |
p. 413-424 |
artikel |
111 |
The interdependence of household credit constraints, assets and debts: a two-stage cross-section analysis
|
Guell, Robert C. |
|
1994 |
|
5 |
p. 329-344 |
artikel |
112 |
The mean/volatility asymmetry in Asian stock markets
|
Liau, Yung-Shi |
|
2008 |
|
5 |
p. 411-419 |
artikel |
113 |
The monetary approach to exchange rates and the behaviour of the Canadian dollar over the long run
|
Francis, Bill |
|
2001 |
|
5 |
p. 475-481 |
artikel |
114 |
The monetary model of the exchange rate and equities: an ARDL bounds testing approach
|
Morley, Bruce |
|
2007 |
|
5 |
p. 391-397 |
artikel |
115 |
The monetary model of the exchange rate and the Greek drachma in the 1920s
|
Georgoutsos, Dimitris A. |
|
1997 |
|
5 |
p. 507-515 |
artikel |
116 |
The performance of UK firms acquiring large cross-border and domestic takeover targets
|
Aw, M. S. B. |
|
2004 |
|
5 |
p. 337-349 |
artikel |
117 |
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability
|
Georgoutsos, Dimitris A. |
|
2000 |
|
5 |
p. 471-482 |
artikel |
118 |
The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case
|
Tabak, Benjamin Miranda |
|
2003 |
|
5 |
p. 369-378 |
artikel |
119 |
The reaction of stock returns to Department of Homeland Security threat level changes
|
Mooney, Dennis |
|
2006 |
|
5 |
p. 361-369 |
artikel |
120 |
The relationship between the S&P 500 spot and futures indices: brothers or cousins?
|
Chiu, Chien-Liang |
|
2006 |
|
5 |
p. 405-412 |
artikel |
121 |
The role of money during the recession in Australia in 1990—92
|
Weber, Ernst Juerg |
|
1994 |
|
5 |
p. 355-361 |
artikel |
122 |
The volatility impact of the European monetary system on member and non-member currencies
|
Hu, Michael Y. |
|
2004 |
|
5 |
p. 313-325 |
artikel |
123 |
The Wall Street Journal contests: the experts, the darts, and the efficient market hypothesis
|
Metcalf, Gilbert E. |
|
1994 |
|
5 |
p. 371-374 |
artikel |
124 |
The world price of exchange risk in the Pacific Basin equity markets
|
Chou, Peter Shyan-Rong |
|
2002 |
|
5 |
p. 361-370 |
artikel |
125 |
Trading activity indicators and market timing
|
Dukas, Stephen |
|
1995 |
|
5 |
p. 337-344 |
artikel |
126 |
Treasury bill auction announcements and the transitory positive Tuesday return in the Treasury bond market
|
Adrangi, Bahram |
|
1995 |
|
5 |
p. 301-307 |
artikel |
127 |
Uncovered interest parity: New Zealand' s post-deregulation experience
|
King, Alan |
|
1998 |
|
5 |
p. 495-503 |
artikel |
128 |
Using accounting data to measure efficiency in banking: an application to Portugal
|
De Pinho, Paulo Soares |
|
2001 |
|
5 |
p. 527-538 |
artikel |
129 |
Volume versus GARCH effects reconsidered: an application to the Spanish Government Bond Futures Market
|
Montalvo, Jose G. |
|
1999 |
|
5 |
p. 469-475 |
artikel |
130 |
Wealth effects of US bank takeovers
|
Zhang, Hao |
|
1995 |
|
5 |
p. 329-336 |
artikel |
131 |
What Determines Maturity? An analysis of German Commercial Banks' foreign Assets
|
Buch, C. M. |
|
2003 |
|
5 |
p. 337-351 |
artikel |
132 |
Why are some corporate earnings restatements more damaging?
|
Akhigbe, Aigbe |
|
2005 |
|
5 |
p. 327-336 |
artikel |