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Content
September 2024, Volume 38, Issue 3
- 305-330 A simple test of misspecification for linear asset pricing models
by Antoine Giannetti - 331-370 Herding the crowds: how sentiment affects crowdsourced earnings estimates
by John Garcia - 371-397 Politically connected outside directors and market reaction: evidence from Korea
by Kyeongmin Jeon & Jeung-Yoon (Jen) Chang & Young-Soo Choi - 399-412 Can machine learning make technical analysis work?
by Andrea Rigamonti - 413-414 Morgan Housel: The psychology of money: timeless lessons on wealth, greed, and happiness (Harriman House, 2020)
by Joshua Traut
June 2024, Volume 38, Issue 2
- 163-164 Editorial
by Markus Schmid - 165-190 Long-term returns estimation of leveraged indexes and ETFs
by Hayden Brown - 191-237 Short selling and firm investment efficiency
by Chang Yu - 239-263 Foreign versus domestic institutional ownership and stock price synchronicity in Taiwan
by Pi-Yun Yang & Dun-Yao Ke & Kai-Chien Chen & Thi Bao Ngoc Nguyen - 265-295 Measuring costly behavioral bias factors in portfolio management: a review
by David Gorzon & Marc Bormann & Ruediger Nitzsch - 297-300 Nuno Fernandes: Climate Finance
by Martin Nerlinger
March 2024, Volume 38, Issue 1
- 1-35 The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow
by Pascal Böni & Heinz Zimmermann - 37-91 Does analysts’ industrial concentration affect the quality of their forecasts?
by Guanming He & Yun Sun & April Zhichao Li - 93-122 Hedging goals
by Thomas Krabichler & Marcus Wunsch - 123-155 Evaluating the influence of financial technology (FinTech) on sustainable finance: a comprehensive global analysis
by Muhammad Kashif & Chen Pinglu & Saif Ullah & Mubasher Zaman - 157-159 The palgrave handbook of FinTech and blockchain
by Luca J. Liebi
December 2023, Volume 37, Issue 4
- 351-377 International banking facilities and bank value
by Charles Braymen & John R. Wingender - 379-401 The two-component Beta-t-QVAR-M-lev: a new forecasting model
by Michel Ferreira Cardia Haddad & Szabolcs Blazsek & Philip Arestis & Franz Fuerst & Hsia Hua Sheng - 403-456 The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets
by Kevin Rink - 457-497 The effect of staggered boards on firm value during market shocks
by Tristan Oliver Stenzaly - 499-502 The bond king: how one man made a market, built an empire, and lost it all—review
by Tom Burdorf
September 2023, Volume 37, Issue 3
- 239-275 Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable
by Dmitry Bazhutov & André Betzer & Richard Stehle - 277-296 Factors in Swiss franc corporate bond returns
by Samuel Manser - 297-324 What we know about the low-risk anomaly: a literature review
by Joshua Traut - 325-345 Securities transaction taxes and stock price informativeness: evidence for France and Italy
by Paulo Pereira Silva - 347-349 Campbell R. Harvey, Ashwin Ramachandran, Joey Santoro: DeFi and the Future of Finance
by Mathis Mörke
June 2023, Volume 37, Issue 2
- 121-160 Rebalancing with transaction costs: theory, simulations, and actual data
by Rim Bernoussi & Michael Rockinger - 161-189 Do(n’t) believe everything you hear about disclosure: Twitter and the voluntary disclosure effect
by Julian U. N. Vogel & Feixue Xie - 191-207 Neural network predictions of the high-frequency CSI300 first distant futures trading volume
by Xiaojie Xu & Yun Zhang - 209-229 Securitization of pandemic risk by using coronabond
by Adlane Haffar & Éric Le Fur & Mohamed Khordj - 231-233 The economics of monetary unions: past experiences and the eurozone
by Tom Burdorf
March 2023, Volume 37, Issue 1
- 1-25 Will the reddit rebellion take you to the moon? Evidence from WallStreetBets
by Ryan G. Chacon & Thibaut G. Morillon & Ruixiang Wang - 27-59 Constrained portfolio strategies in a regime-switching economy
by Marcelo Lewin & Carlos Heitor Campani - 61-94 A stochastic Asset Liability Management model for life insurance companies
by Marco Di Francesco & Roberta Simonella - 95-114 Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?
by Tobias Wiest - 115-118 Javier Blas and Jack Farchy, The World for Sale: Money, Power and the Traders Who Barter the Earth’s Resources
by Joshua Traut - 119-120 Report of the Editor 2022
by Markus Schmid
December 2022, Volume 36, Issue 4
- 409-441 Interest rate shocks, competition and bank liquidity creation
by Thomas Kick - 443-472 How online discussion board activity affects stock trading: the case of GameStop
by André Betzer & Jan Philipp Harries - 473-488 Beyond mean–variance: assessing hedge fund performance in a non-parametric world
by Afrae Hassouni & Hugues Pirotte - 489-531 Response of ETF flows and long-run returns to investor sentiment
by Padma Kadiyala - 533-535 J. C. De Swaan: Seeking virtue in finance—contributing to society in a conflicted industry
by Manuel P. Mezger
September 2022, Volume 36, Issue 3
- 267-296 German banks’ behavior in the low interest rate environment
by Ramona Busch & Helge C. N. Littke & Christoph Memmel & Simon Niederauer - 297-320 Exploring the diversification benefits of US international equity closed-end funds
by Jonathan Fletcher - 321-367 Can the FSCORE add value to anomaly-based portfolios? A reality check in the German stock market
by Eero J. Pätäri & Timo H. Leivo & Sheraz Ahmed - 369-401 From innovation to obfuscation: continuous time finance fifty years later
by Stylianos Perrakis - 403-405 Book Review: Decentralized finance after Bitcoin & Ethereum
by Luca J. Liebi
June 2022, Volume 36, Issue 2
- 125-157 On the Effects of Capital Markets’ Regulation on Price Informativeness: an Assessment of EU Market Abuse Directive
by Paulo Pereira Silva & Isabel Vieira - 159-177 China’s anti-corruption campaign and stock returns of luxury goods firms
by Thomas Nitschka - 179-201 Corporate bond yields and returns: a survey
by Stephanie Heck - 203-260 Empirical analysis of the illiquidity premia of German real estate securities
by Thomas Paul & Thomas Walther & André Küster-Simic - 261-263 Gregory Scopino: Algo Bots and the Law
by Donglin He
March 2022, Volume 36, Issue 1
- 1-28 State-dependent stock selection in index tracking: a machine learning approach
by Reza Bradrania & Davood Pirayesh Neghab & Mojtaba Shafizadeh - 29-56 Star rating, fund flows and performance predictability: evidence from Norway
by Linn K. Aasheim & António F. Miguel & Sofia B. Ramos - 57-85 Portfolio Selection with Irregular Time Grids: an example using an ICA-COGARCH(1, 1) approach
by Francesco Bianchi & Lorenzo Mercuri & Edit Rroji - 87-117 Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation
by Muhammad Niaz Khan & Suzanne G. M. Fifield & Nongnuch Tantisantiwong & David M. Power - 119-121 “Empirical Asset Pricing” by Wayne Ferson
by Fabian Hollstein - 123-124 Report of the Editor 2021
by Markus Schmid
December 2021, Volume 35, Issue 4
- 461-494 Analyst herding and firm-level investor sentiment
by John Garcia - 495-513 COVID-19’s impact on real estate markets: review and outlook
by Nadia Balemi & Roland Füss & Alois Weigand - 515-532 Covid-19 and smart beta
by Milot Hasaj & Bernd Scherer - 533-553 Have trend-following signals in commodity futures markets become less reliable in recent years?
by Benjamin R. Auer - 555-557 Matthew F. Dixon, Igor Halperin, and Paul Bilokon: Machine learning in finance from theory to practice
by Antoniya Shivarova
September 2021, Volume 35, Issue 3
- 277-308 The better turbulence index? Forecasting adverse financial markets regimes with persistent homology
by Eduard Baitinger & Samuel Flegel - 309-352 Cross-validated covariance estimators for high-dimensional minimum-variance portfolios
by Sven Husmann & Antoniya Shivarova & Rick Steinert - 353-368 Gold and oil prices: abnormal returns, momentum and contrarian effects
by Guglielmo Maria Caporale & Alex Plastun - 369-455 Designing volatility indices for Austria, Finland and Spain
by Giovanni Campisi & Silvia Muzzioli - 457-459 Onno de Beaufort Wijnholds: the money masters—the progress and power of central banks
by Donglin He
June 2021, Volume 35, Issue 2
- 151-192 Seasonalities in the German stock market
by Daniel Hofmann & Karl Ludwig Keiber - 193-224 Interaction effects between dynamic hybrid products and traditional deferred annuities in the German life insurance market
by Nikolaj Moretti & Johannes Bartels - 225-254 The US financial crisis, market volatility, credit risk and stock returns in the Americas
by Juan Andres Rodriguez-Nieto & Andre V. Mollick - 255-267 Product market competition and intermediate-term momentum
by Scott Li - 269-272 Matthias Thiemann: The Growth of Shadow Banking: A Comparative Institutional Analysis
by Pēteris Kloks
March 2021, Volume 35, Issue 1
- 1-59 ICO investors
by Rüdiger Fahlenbrach & Marc Frattaroli - 61-76 Testing for structural breaks in return-based style regression models
by Yunmi Kim & Douglas Stone & Tae-Hwan Kim - 77-100 A literature review of new methods in empirical asset pricing: omitted-variable and errors-in-variable bias
by Solène Collot & Tobias Hemauer - 101-144 A comprehensive investigation into style momentum strategies in China
by Chen Su - 145-147 Antony Lewis: The basics of bitcoins and blockchains
by Luca J. Liebi - 149-150 Report of the Editor 2020
by Markus Schmid
December 2020, Volume 34, Issue 4
- 353-399 Behavioral portfolio insurance strategies
by Marcos Escobar-Anel & Andreas Lichtenstern & Rudi Zagst - 401-427 Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market
by Yu Yang & Yonghong Wu & Benchawan Wiwatanapataphee - 429-470 Flight-to-quality in the stock–bond return relation: a regime-switching copula approach
by Minoru Tachibana - 471-505 Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence
by Kobana Abukari & Isaac Otchere - 507-509 Marcos M. López de Prado: Machine learning for asset managers
by Florian Hinz
September 2020, Volume 34, Issue 3
- 221-249 Factor exposures and diversification: Are sustainably screened portfolios any different?
by Arnaud Gougler & Sebastian Utz - 251-266 Momentum effects in the cryptocurrency market after one-day abnormal returns
by Guglielmo Maria Caporale & Alex Plastun - 267-312 Diversification and portfolio theory: a review
by Gilles Boevi Koumou - 313-347 A new unbiased additive robust volatility estimation using extreme values of asset prices
by Muneer Shaik & S. Maheswaran - 349-352 Emmanuel Saez and Gabriel Zucman: The Triumph of Injustice: How the Rich Dodge Taxes and How to Make Them Pay
by Matthias Weber
June 2020, Volume 34, Issue 2
- 133-163 Portfolio creation using artificial neural networks and classification probabilities: a Canadian study
by Tania Morris & Jules Comeau - 165-178 The effect of ETFs on financial markets: a literature review
by Luca J. Liebi - 179-197 Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks
by Tim A. Herberger & Matthias Horn & Andreas Oehler - 199-214 A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization
by Jules Clement Mba & Sutene Mwambi - 215-217 Claudia Zeisberger, Michael Prahls and Bowen White: Mastering Private Equity: transformation via venture capital, minority investments and buyouts
by Maria Oliveira - 219-220 FMPM Best Paper Award 2019
by Markus Schmid
March 2020, Volume 34, Issue 1
- 1-31 Aggregate insider trading and the prediction of corporate credit spread changes
by Patrick Hable & Patrick Launhardt - 33-63 Which firms benefit from market making?
by Y. Peter Chung & S. Thomas Kim & Kenji Kutsuna & Richard L. Smith - 65-97 The stock market’s reaction to macroeconomic news under ambiguity
by Ariel M. Viale & Antoine Giannetti & Luis Garcia-Feijoó - 99-128 Collateral affects return risk: evidence from the euro bond market
by Stig Helberg & Snorre Lindset - 129-131 Lasse Heje Pedersen: Efficiently inefficient: how smart money invests and market prices are determined
by Vitaly Orlov
December 2019, Volume 33, Issue 4
- 349-416 Oil, the Baltic Dry index, market (il)liquidity and business cycles: evidence from net oil-exporting/oil-importing countries
by Husaini Said & Evangelos Giouvris - 417-445 Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns
by Riza Erdugan & Nada Kulendran & Riccardo Natoli - 447-470 Risk estimation for short-term financial data through pooling of stable fits
by Marzia De Donno & Riccardo Donati & Gino Favero & Paola Modesti - 471-490 Buffett’s alpha: further explanations from a behavioral value investing perspective
by Eben Otuteye & Mohammad Siddiquee - 491-493 Marcos López de Prado: Advances in financial machine learning
by Mathis Mörke
September 2019, Volume 33, Issue 3
- 213-241 Common risk factors in international stock markets
by Peter S. Schmidt & Urs von Arx & Andreas Schrimpf & Alexander F. Wagner & Andreas Ziegler - 243-275 Alpha forecasting in factor investing: discriminating between the informational content of firm characteristics
by Lars Heinrich & Martin Zurek - 277-344 What is the best Lévy model for stock indices? A comparative study with a view to time consistency
by Till Massing - 345-348 Handbook on Corporate Governance in Financial Institutions
by Solène Collot
June 2019, Volume 33, Issue 2
- 109-131 Bitcoin fluctuations and the frequency of price overreactions
by Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk - 133-154 Thematic portfolio optimization: challenging the core satellite approach
by Florian Methling & Rüdiger Nitzsch - 155-181 Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach
by Xiaojie Xu - 183-208 High-frequency trading: a literature review
by Gianluca Piero Maria Virgilio - 209-211 Scott E. Page: The model thinker—what you need to know to make data work for you
by Alexander Cochardt
March 2019, Volume 33, Issue 1
- 1-38 Extreme spillovers of VIX fear index to international equity markets
by Massaporn Cheuathonghua & Chaiyuth Padungsaksawasdi & Pattana Boonchoo & Jittima Tongurai - 39-69 What drives stock returns in Japan?
by Samuel Xin Liang - 71-91 Does the market model provide a good counterfactual for event studies in finance?
by Carlos Castro-Iragorri - 93-104 Machine learning in empirical asset pricing
by Alois Weigand - 105-107 Alan Greenspan and Adrian Wooldridge: Capitalism in America: A history
by Felix Meyerinck
November 2018, Volume 32, Issue 4
- 333-365 Financial crises, price discovery, and information transmission: a high-frequency perspective
by Roland Füss & Ferdinand Mager & Michael Stein & Lu Zhao - 367-398 Are financial constraints of corporate activist investors perceived negatively?
by Leopold Ingenohl & Nicolas Kube - 399-418 A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization
by Jules Clement Mba & Edson Pindza & Ur Koumba - 419-436 Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach
by Hanen Ben Salah & Jan G. Gooijer & Ali Gannoun & Mathieu Ribatet - 437-439 Andrew W. Lo: Adaptive markets: financial evolution at the speed of thought
by Mathis Mörke
August 2018, Volume 32, Issue 3
- 239-274 Changes in sentiment on REIT industry excess returns and volatility
by Daniel Huerta-Sanchez & Diego Escobari - 275-295 Oil prices implied volatility or direction: Which matters more to financial markets?
by Brice V. Dupoyet & Corey A. Shank - 297-310 Risk measurement distortion: an improved model of return smoothing
by Jiaqi Chen & Michael L. Tindall & Wenbo Wu - 311-328 Behavioral portfolio selection and optimization: an application to international stocks
by Beatrice D. Simo-Kengne & Kofi A. Ababio & Jules Mba & Ur Koumba - 329-331 Daniel Drescher: Blockchain basics: a non-technical introduction in 25 steps
by Nicolas Kube
May 2018, Volume 32, Issue 2
- 115-142 Hedge fund incentives, management commitment and survivorship
by Judy Qiu & Leilei Tang & Ingo Walter - 143-166 Determinants of municipal loan spreads: empirical evidence from Switzerland
by Fabio Sigrist & Patrick Köchli & Christoph Lengwiler - 167-205 Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy
by Ibrahim Filiz & Thomas Nahmer & Markus Spiwoks & Kilian Bizer - 207-233 The dynamic dependence between stock markets in the greater China economic area: a study based on extreme values and copulas
by Saiful Izzuan Hussain & Steven Li - 235-237 Michelle Baddeley: Behavioral economics: a very short introduction
by Jonas Romer
February 2018, Volume 32, Issue 1
- 1-16 Long-term negative fund alpha: Is it caused by bad skill or bad luck?
by Qiang Bu - 17-51 International asset allocation using the market implied cost of capital
by Patrick Bielstein - 53-76 Institutional spending policies: implications for future asset values and spending
by Snorre Lindset & Egil Matsen - 77-110 What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?
by Clarence C. Y. Kwan - 111-113 Radu S. Tunaru: Real-Estate Derivatives: From Econometrics to Financial Engineering
by Daniel Ruf
November 2017, Volume 31, Issue 4
- 397-443 Fueling the buyout machine: fundraising in private equity
by Robert Loos & Bernhard Schwetzler - 445-467 Valuation of certain CMS spreads
by Ping Wu & Robert J. Elliott - 469-489 The optimal trade-off between interest rate risk and annual return of bond ladders
by Jan Henrik Wosnitza - 491-509 The rolling causal structure between the Chinese stock index and futures
by Xiaojie Xu - 511-514 William N. Goetzmann: Money changes everything—how finance made civilization possible
by Neha Gupta - 515-515 Erratum to: Searching for a listed infrastructure asset class using mean–variance spanning
by Frédéric Blanc-Brude & Timothy Whittaker & Simon Wilde
August 2017, Volume 31, Issue 3
- 261-288 Predictive models for disaggregate stock market volatility
by Terence Tai-Leung Chong & Shiyu Lin - 289-315 Risks and rewards for momentum and reversal portfolios
by Yuming Li - 317-355 Tukey’s transformational ladder for portfolio management
by Philip A. Ernst & James R. Thompson & Yinsen Miao - 357-391 Predicting stock returns in the presence of uncertain structural changes and sample noise
by Daniel Mantilla-García & Vijay Vaidyanathan - 393-395 Ira M. Millstein: The activist director—lessons from the boardroom and the future of the corporation
by Felix Meyerinck
May 2017, Volume 31, Issue 2
- 117-136 Hedge funds as international liquidity providers: evidence from convertible bond arbitrage in Canada
by Evan Gatev & Mingxin Li - 137-179 Searching for a listed infrastructure asset class using mean–variance spanning
by Frédéric Blanc-Brude & Timothy Whittaker & Simon Wilde - 181-199 A note on the valuation of asset management firms
by Juha Joenväärä & Bernd Scherer - 201-256 Trading strategies based on past returns: evidence from Germany
by Martin H. Schmidt - 257-259 Davis W. Edwards: Risk Management in Trading: Techniques to Drive Profitability of Hedge Funds and Trading Desks
by Sebastian Fischer
February 2017, Volume 31, Issue 1
- 1-26 A good pair: alternative pairs-trading strategies
by R. Todd Smith & Xun Xu - 27-47 How does the underlying affect the risk-return profiles of structured products?
by Ji Cao - 49-67 Algorithmic portfolio choice: lessons from panel survey data
by Bernd Scherer - 69-111 Can investors benefit from the performance of alternative UCITS funds?
by Michael Busack & Wolfgang Drobetz & Jan Tille - 113-115 Turan G. Bali, Yigit Atilgan, and K. Ozgur Demirtas: Investing in hedge funds: a guide to measuring risk and return characteristics
by Florian Weigert
November 2016, Volume 30, Issue 4
- 371-396 Quantifying the components of the banks’ net interest margin
by Ramona Busch & Christoph Memmel - 397-426 Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data
by Michele Bonollo & Irene Crimaldi & Andrea Flori & Laura Gianfagna & Fabio Pammolli - 427-451 Changing organizational form in the stock exchange industry and risk-taking
by Isaac Otchere & Sana Mohsni - 453-482 How safe are the safe haven assets?
by Kateryna Anatoliyevna Kopyl & John Byong-Tek Lee - 483-485 John F. Bovenzi: Inside the FDIC: Thirty Years of Bank Failures, Bailouts, and Regulatory Battles
by Thomas Spycher
August 2016, Volume 30, Issue 3
- 233-275 Is there Swissness in investment decision behavior and investment competence?
by Kremena Bachmann & Thorsten Hens - 277-297 The characteristics of infrastructure as an investment class
by Wouter Thierie & Lieven Moor - 299-336 The impact of mobile payment on payment choice
by Tobias Trütsch - 337-365 Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investors’ perspective
by Gueorgui Konstantinov - 367-369 Claus Munk: Financial Asset Pricing Theory
by Igor Pozdeev
May 2016, Volume 30, Issue 2
- 113-136 Does female management influence firm performance? Evidence from Luxembourg banks
by Regina M. Reinert & Florian Weigert & Christoph H. Winnefeld - 137-160 Price distortion induced by a flawed stock market index
by Kotaro Miwa & Kazuhiro Ueda - 161-204 Beating the DAX, MDAX, and SDAX: investment strategies in Germany
by Friedrich-Carl Franz & Tobias Regele - 205-228 A plausible model of yield curve dynamics
by Gideon Magnus - 229-231 David F. Larcker and Brian Tayan: A Real Look at Real World Corporate Governance
by Nicolas Kube
February 2016, Volume 30, Issue 1
- 1-17 Reputational risks and large international banks
by Ingo Walter - 1-17 Reputational risks and large international banks
by Ingo Walter - 19-61 Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis
by Kevin Aretz & Marc Aretz - 19-61 Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis
by Kevin Aretz & Marc Aretz - 63-94 (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets
by Nicholas Apergis & Alexandros Gabrielsen & Lee Smales - 63-94 (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets
by Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales - 95-110 Further examination of the demographic and social factors affecting risk aversion
by Tchai Tavor & Sharon Garyn-Tal - 95-110 Further examination of the demographic and social factors affecting risk aversion
by Tchai Tavor & Sharon Garyn-Tal - 111-112 Karamjeet Paul: Managing extreme financial risk: strategies and tactics for going concerns
by Simon Strauman - 111-112 Karamjeet Paul: Managing extreme financial risk: strategies and tactics for going concerns
by Simon Strauman
November 2015, Volume 29, Issue 4
- 301-335 The win–loss ratio as an ability signal of mutual fund managers: a measure that is less influenced by luck
by Y. Chung & Thomas Kim - 337-363 Shareholder voting and merger returns
by Laura Henning - 365-379 Liquidity-driven approach to dynamic asset allocation: evidence from the German stock market
by Eduard Baitinger & Christian Fieberg & Thorsten Poddig & Armin Varmaz - 381-427 The information content of the open interest of credit default swaps
by Paulo Silva - 429-430 Andrew Ang: Asset management: a systematic approach to factor investing
by Jan-Philip Schade
August 2015, Volume 29, Issue 3
- 173-206 Market efficiency under ad hoc information: evidence from Germany
by Matthias Bank & Ralf Baumann - 207-250 Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil
by Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa - 251-269 Do not put all your eggs in one (time) basket
by Zvika Afik - 271-298 Are economically significant bond returns explained by corporate news? An examination of the German corporate bond market
by Steve Janner & Daniel Schmidt - 299-300 De Spiegeleer, J., Schoutens, W., & Van Hulle, C.: The Handbook of Hybrid Securities: Convertible Bonds, CoCo Bonds, and Bail-In
by Christian Ehmann
May 2015, Volume 29, Issue 2
- 85-113 Profitable momentum trading strategies for individual investors
by Bryan Foltice & Thomas Langer - 115-124 A symmetric Super Bowl stock market predictor model
by Jeffery Born & Yousra Acherqui - 125-147 Handling risk-on/risk-off dynamics with correlation regimes and correlation networks
by Jochen Papenbrock & Peter Schwendner - 149-168 The impact of ECB crisis measures on euro-area CDS spreads
by Petra Gerlach-Kristen