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Beber, A., Breedon, F., & Buraschi, A. (2010). Differences in beliefs and currency risk premiums. Journal of Financial Economics, 98(3), 415-438. https://doi.org/10.1016/j.jfineco.2010.07.001
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Beber, A., & Brandt, M. W. (2010). When it cannot get better or worse: The asymmetric impact of good and bad news on bond returns in expansions and recessions. Review of Finance, 14(1), 119-155. https://doi.org/10.1093/rof/rfp006
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Fabbri, D., & Menichini, A. M. C. (2010). Trade credit, collateral liquidation, and borrowing constraints. Journal of Financial Economics, 96(3), 413-432. https://doi.org/10.1016/j.jfineco.2010.02.010
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Ghosh, C., Giambona, E., Harding, J. P., Sezer, O., & Sirmans, C. F. (2010). The role of managerial stock option programs in governance: evidence from REIT stock repurchases. Real Estate Economics, 38(1), 31-55. https://doi.org/10.1111/j.1540-6229.2009.00251.x
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Hu, A., Matthews, S. A., & Zou, L. (2010). Risk aversion and optimal reserve prices in first- and second-price auctions. Journal of Economic Theory, 145(3), 1188-1202. https://doi.org/10.1016/j.jet.2010.02.006
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Favara, G., Schroth, E., & Valta, P. (2010). Strategic default and equity risk across countries. Universiteit van Amsterdam. http://www1.fee.uva.nl/fm/PEOPLE/enrique/research/strategic_default_beta_web.pdf
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Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2010). A note on additive risk measures in rank-dependent utility. Insurance: Mathematics & Economics, 47(2), 187-189. https://doi.org/10.1016/j.insmatheco.2010.05.003
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Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2010). Decision principles derived from risk measures. Insurance: Mathematics & Economics, 47(3), 294-302. https://doi.org/10.1016/j.insmatheco.2010.07.004
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Boot, A. W. A. (2010). Macht bij ondernemingen nog onbepaald. Economisch-Statistische Berichten, 95(4599), 756-757. http://esbonline.sdu.nl/esb/images/756boot_tcm445-587683.pdf
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