search query: @journal_id 1334 / total: 350
references: 48-57 / 350
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48.
Discrete-time implementation of continuous-time portfolio strategies
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 137-152
 2010 Branger, N.
Breuer, B.
Schlag, C.
49.
The Other January Effect: international evidence
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 173-182
 2010 Bohl, M.T.
Salm, C.A.
50.
Financing constraints and firms' cash policy in the euro area
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 153-171
 2010 Pal, R.
Ferrando, A.
51.
Book-to-market and size effects: Compensations for risks or outcomes of market inefficiencies?
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 119-136
 2010 Asgharian, H.
Hansson, B.
52.
Understanding analysts forecasts
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 97-118
 2010 Louth, R.J. (et al.)
53.
Breaking down the non-normality of stock returns
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 79-95
 2010 Karaglou, M.
54.
Enterprise valuation with track-record ratios and rates of change
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 57-78
 2010 Jimenez, L.G.
Pascual, L.B.
55.
Do public banks have a competitive advantage?
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 45-55
 2010 Matthey, A.
56.
Implications of market microstructure for realized variance measurement
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 27-43
 2010 Djupsjöbacka, D.
57.
Forecasting the weekly time-varying beta of UK firms: GARCH models vs. Kalman filter method
European Journal of Finance
2009 : APR-JUN, VOL. 15:3-4, p. 437-444
 2009 Choudhry, T.
Wu, H.
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