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bookmarks

publications

(82)

• A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International
  Frank de Jong and Theo Nijman and Ailsa R{\"o}ell European Economic Review 39 1277--1301 (1995)
  to Cost of shares trading by smicha on 2008-04-28 13:05:01
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• Do countries or industries explain momentum in Europe?
  Theo Nijman and Laurens Swinkels and Marno Verbeek Journal of Empirical Finance 11 461--481 (2004)
  to Country risk by smicha on 2008-04-23 22:05:04
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• Price effects of trading and components of the bid-ask spread on the Paris Bourse
  Frank de Jong and Theo Nijman and Ailsa R{\"o}ell Journal of Empirical Finance 3 193--213 (1996)
  to Microstructure by smicha on 2008-04-23 22:05:04
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• High frequency analysis of lead-lag relationships between financial markets
  Frank de Jong and Theo Nijman Journal of Empirical Finance 4 259--277 (1997)
  to imported by smicha on 2008-04-23 22:05:04
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• Eliminating look-ahead bias in evaluating persistence in mutual fund performance
  Jenke R. ter Horst and Theo E. Nijman and Marno Verbeek Journal of Empirical Finance 8 345--373 (2001)
  to Mutual funds by smicha on 2008-04-23 22:05:04
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• Evaluating style analysis
  Jenke R. ter Horst and Theo E. Nijman and Frans A. de Roon Journal of Empirical Finance 11 29--53 (2004)
  to Style analysis by smicha on 2008-04-23 22:05:04
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• Yet another look at mutual fund tournaments
  Alexei Goriaev and Theo E. Nijman and Bas J. M. Werker Journal of Empirical Finance 12 127--137 (2005)
  to Contingency table test by smicha on 2008-04-23 22:05:04
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• Common factors in international bond returns
  Joost Driessen and Bertrand Melenberg and Theo Nijman Journal of International Money and Finance 22 629--656 (2003)
  to Bond returns by smicha on 2008-04-23 22:05:04
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• Testing for mean-variance spanning: a survey
  Frans A. DeRoon and Theo E. Nijman Journal of Empirical Finance 8 111--155 (2001)
  to Mean-variance spanning by smicha on 2008-04-23 22:05:04
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• Currency hedging for international stock portfolios: The usefulness of mean-variance analysis
  Frans A. de Roon and Theo E. Nijman and Bas J. M. Werker Journal of Banking \& Finance 27 327--349 (2003)
  to Currency risk by smicha on 2008-04-22 13:53:19
  | URL | BibTeX