| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An outperforming investment strategy under fractional Brownian motion
|
Liu, Qiang
|
|
2019
|
47 |
C |
p. 505-515
|
artikel
|
| 2 |
Asymmetries in exchange rate pass-through and monetary policy principle: Some Caribbean empirical evidence
|
Ghartey, Edward E.
|
|
2019
|
47 |
C |
p. 325-335
|
artikel
|
| 3 |
Audit committees and systematic risk: Evidence from Taiwan’s regulatory change
|
Huang, Hsu-Huei
|
|
2019
|
47 |
C |
p. 477-491
|
artikel
|
| 4 |
Competitive or recession gains? On the recent macroeconomic rebalances in the EMU
|
Esposito, Piero
|
|
2019
|
47 |
C |
p. 147-167
|
artikel
|
| 5 |
Credit markets under asymmetric information regarding the law
|
Niinimäki, J-P.
|
|
2019
|
47 |
C |
p. 380-390
|
artikel
|
| 6 |
Debt-financed repurchases and credit ratings with the respect of free cash flow and repurchase purpose
|
Chen, Ni-Yun
|
|
2019
|
47 |
C |
p. 23-36
|
artikel
|
| 7 |
Detecting exchange rate contagion using copula functions
|
Cubillos-Rocha, Juan S.
|
|
2019
|
47 |
C |
p. 13-22
|
artikel
|
| 8 |
Does idiosyncratic volatility matter at the global level?
|
Umutlu, Mehmet
|
|
2019
|
47 |
C |
p. 252-268
|
artikel
|
| 9 |
Does managerial ability matter for the choice of seasoned equity offerings?
|
Puwanenthiren, Premkanth
|
|
2019
|
47 |
C |
p. 442-460
|
artikel
|
| 10 |
Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses
|
Bhuiyan, Rubaiyat Ahsan
|
|
2019
|
47 |
C |
p. 675-687
|
artikel
|
| 11 |
Editorial Board
|
|
|
2019
|
47 |
C |
p. ii
|
artikel
|
| 12 |
Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models
|
Zhang, Ling
|
|
2019
|
47 |
C |
p. 602-621
|
artikel
|
| 13 |
Evaluation of multivariate GARCH models in an optimal asset allocation framework
|
Abdul Aziz, Nor Syahilla
|
|
2019
|
47 |
C |
p. 568-596
|
artikel
|
| 14 |
Extreme dependence and risk spillovers across north american equity markets
|
Warshaw, Evan
|
|
2019
|
47 |
C |
p. 237-251
|
artikel
|
| 15 |
Financial contagion in the subprime crisis context: A copula approach
|
Zorgati, Imen
|
|
2019
|
47 |
C |
p. 269-282
|
artikel
|
| 16 |
Geographical spillovers on the relation between risk-taking and market power in the US banking sector
|
Pino, Gabriel
|
|
2019
|
47 |
C |
p. 351-364
|
artikel
|
| 17 |
Hedge fund returns and uncertainty
|
Krause, Timothy A.
|
|
2019
|
47 |
C |
p. 597-601
|
artikel
|
| 18 |
Idiosyncratic volatility, the VIX and stock returns
|
Qadan, Mahmoud
|
|
2019
|
47 |
C |
p. 431-441
|
artikel
|
| 19 |
Information in mispricing factors for future investment opportunities
|
Kang, Hankil
|
|
2019
|
47 |
C |
p. 657-668
|
artikel
|
| 20 |
Insider trading, representativeness heuristic insider, and market regulation
|
Liu, Hong
|
|
2019
|
47 |
C |
p. 48-64
|
artikel
|
| 21 |
Institutional investors and cost stickiness: Theory and evidence
|
Chung, Chune Young
|
|
2019
|
47 |
C |
p. 336-350
|
artikel
|
| 22 |
International implied volatility risk indexes and Saudi stock return-volatility predictabilities
|
Tissaoui, Kais
|
|
2019
|
47 |
C |
p. 65-84
|
artikel
|
| 23 |
International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where?
|
Mo, Guoli
|
|
2019
|
47 |
C |
p. 168-183
|
artikel
|
| 24 |
International trade, exchange rate regimes, and financial crises
|
Santana-Gallego, Maria
|
|
2019
|
47 |
C |
p. 85-95
|
artikel
|
| 25 |
Investor trading behavior on agricultural future prices
|
Zhou, Liyun
|
|
2019
|
47 |
C |
p. 365-379
|
artikel
|
| 26 |
Liquidity shocks and institutional investors
|
Dang, Tung Lam
|
|
2019
|
47 |
C |
p. 184-209
|
artikel
|
| 27 |
Measuring the aggregate effects of the Brazilian Development Bank on investment
|
de Menezes Barboza, Ricardo
|
|
2019
|
47 |
C |
p. 223-236
|
artikel
|
| 28 |
Multi-period and tri-objective uncertain portfolio selection model: A behavioral approach
|
Jin, Xiu
|
|
2019
|
47 |
C |
p. 492-504
|
artikel
|
| 29 |
Network-based asset allocation strategies
|
Výrost, Tomas
|
|
2019
|
47 |
C |
p. 516-536
|
artikel
|
| 30 |
Positive trend inflation and the Phillips curve – A tale of two slopes and various impulse responses
|
Heinrichs, Katrin
|
|
2019
|
47 |
C |
p. 283-307
|
artikel
|
| 31 |
Predicting the direction of stock market prices using tree-based classifiers
|
Basak, Suryoday
|
|
2019
|
47 |
C |
p. 552-567
|
artikel
|
| 32 |
Predictive ability of financial variables in changing economic circumstances
|
Kuosmanen, Petri
|
|
2019
|
47 |
C |
p. 37-47
|
artikel
|
| 33 |
Pricing of vulnerable options with early counterparty credit risk
|
Jeon, Junkee
|
|
2019
|
47 |
C |
p. 645-656
|
artikel
|
| 34 |
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
|
Tan, Shay-Kee
|
|
2019
|
47 |
C |
p. 537-551
|
artikel
|
| 35 |
Sentiment trading, informed trading and dynamic asset pricing
|
Li, Jinfang
|
|
2019
|
47 |
C |
p. 210-222
|
artikel
|
| 36 |
Sovereign bond markets when auctions take place: Evidence from Italy
|
Cafiso, Gianluca
|
|
2019
|
47 |
C |
p. 406-430
|
artikel
|
| 37 |
Strategic leakage of private information
|
Liu, Xia
|
|
2019
|
47 |
C |
p. 637-644
|
artikel
|
| 38 |
The demand for banking and shadow banking services
|
Serletis, Apostolos
|
|
2019
|
47 |
C |
p. 132-146
|
artikel
|
| 39 |
The effects of the fossil fuel divestment campaign on stock returns
|
Halcoussis, Dennis
|
|
2019
|
47 |
C |
p. 669-674
|
artikel
|
| 40 |
The impacts of overseas market shocks on the CDS-option basis
|
Jung Park, Yuen
|
|
2019
|
47 |
C |
p. 622-636
|
artikel
|
| 41 |
The role of leverage in quantitative easing decisions: Evidence from the UK
|
Philippas, Dionisis
|
|
2019
|
47 |
C |
p. 308-324
|
artikel
|
| 42 |
The role of stock price synchronicity on the return-sentiment relation
|
Rao, Lanlan
|
|
2019
|
47 |
C |
p. 119-131
|
artikel
|
| 43 |
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data
|
Gupta, Rangan
|
|
2019
|
47 |
C |
p. 391-405
|
artikel
|
| 44 |
The value of corporate governance: Evidence from the Chinese anti-corruption campaign
|
Fu, Yishu
|
|
2019
|
47 |
C |
p. 461-476
|
artikel
|
| 45 |
Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model
|
Chen, An-Sing
|
|
2019
|
47 |
C |
p. 1-12
|
artikel
|
| 46 |
Vietnam: The next asian Tiger?
|
Barker, Tom
|
|
2019
|
47 |
C |
p. 96-118
|
artikel
|
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