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27 research outputs found

An Anatomy of Fundamental Indexing

Author: Fang Liu
Lieven De Moor
Piet M. F. A. Sercu
Tom Vinaimont
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

The Smallest Firm Effect: An International Study

Author: *
Lieven De Moor
Piet M. F. A. Sercu
V V Acharya
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

Spot and Forward Prices in the Brussels SE: Time Value v. Convenience Premiums

Author: A C Mackinley
B Solnik
J Gruenbichler
J Jaffe
J Lakonishok
J W Mcfarland
K French
L Condoyanni
M Crouhy
Piet M. F. A. Sercu
R Rogalski
Thi Ngoc Tuan Bui
Publication venue: 'Elsevier BV'
Publication date: 01/01/2009
Field of study

The Small Firm Anomaly: US and International Evidence

Author: B Rosenberg
B Solnik
C Eun
D Stattman
E Dimson
E Fama
G Rouwenhorst
K C Chan
K Daniel
Lieven De Moor
M Adler
M Carhart
N Jegadeesh
P Jorion
P Sercu
Piet M. F. A. Sercu
R W Banz
W Rees
Y Amihud
Publication venue: 'Elsevier BV'
Publication date: 01/01/2006
Field of study

Cross and Delta-Hedges: Regression versus Price-Based Hedge Ratios

Author: - Cross
A Grammatikos T
B Cornell
D J Fowler
H Stoll
H Stoll
J Hill
J L Stein
J O Grabbe
K A Froot
K F Kroner
L H Ederington
L L Johnson
M J Scholes
P Apte
P Sercu
Piet Sercu
S J Brown
Schroeder Witt
Xueping Wu
Publication venue: 'Elsevier BV'
Publication date: 01/01/1999
Field of study

The Smallest Stocks are Not Just Smaller: US and International Evidence

Author: A Clare
B Solnik
C Eun
D Hiller
D Stattman
E Dimson
E Fama
G Bekaert
G Rouwenhorst
J Griffin
J Griffin
K C Chan
K Daniel
Lieven De Moor
M Adler
M Carhart
N Jegadeesh
O S Ince
P Jorion
P Sercu
Piet M. F. A. Sercu
R Brooks
R W Banz
Y Amihud
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

The Forward Puzzle: the Roles of Exchange-Rate Regime and Base-Currency Strength

Author: Alex
B Hollifield
C Engel
C Wolff
D Backus
D Backus
D Ikenberry
E F Wayne
E Fama
Fang Liu
G Tkacz
H Ardian
I Domowitz
J F O Bilson
J Frankel
J O Ramsay
K Froot
L P Hansen
L Sarno
M Chinn
M Obstfeld
N C Mark
P Sercu
P Sercu
P Sercu
Piet M. F. A. Sercu
R Albuquerque
R Bansal
R Cumby
R E Cumby
R F Engel
R Huisman
R J Hodrick
R J Hodrick
R J Hodrick
R K Lyons
R Ramberg
R Roll
R T Baillie
S R John
Sh Takagi
W Scott
Publication venue: 'Elsevier BV'
Publication date: 01/01/2008
Field of study

A New Look at the Trade Volume Effects of Real Exchange Rate Risk: A Rational Expectation-Based Multivariate GARCH-M Approach

Author: A Asseery
A Milh?j
A Pagan
A Pagan
A Pagan
Arize Augustine
B-G
C B Barrett
C B Barrett
Christopher B. Barrett
D H Pick
J-B
Janice Westerfield
K L Wang
K L Wang
Kai Li Wang
Kenneth F Wallis
Kevin M Murphy
M Bahmani-Oskooee
M Bahmani-Oskooee
M D Mckenzie
M J Bailey
M J Bailey
Marie C Thursby
Meng-Chun Tsai
Nerlove
P Theodossiou
Piet Sercu
Piet Sercu
R Medhora
R T Baillie
R T Baillie
S Pozo
T Bayoumi
Y Qian
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

Orthogonalized Regressors and Spurious Precision

Author: A Bris
B Dumas
G Allayannis
G M Bodnar
H Entorf
H Kiymaz
J L Stein
J M Griffin
L L Johnson
M D Pritamani
M Glaum
Martina L. Vandebroek
N Hagelin
P Jayasinghe
P Jorion
Piet M. F. A. Sercu
R Frisch
R Priestley
S M Bartram
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Selecting a Bond-pricing Model for Trading: Benchmarking, Pooling, and Other Issues

Author: A Ang
A Ang
A Brace
A Gupta
Cox John
D Chapman
D Duffie
D Heath
E J Elton
F Longstaff
G Bekaert
G D Rudebusch
J Baz
J De Munnik
J Driessens
K C Chan
L C G Rogers
M J Brennan
O Vasicek
P Balduzzi
P Sercu
Piet M. F. A. Sercu
Q Dai
R Stanton
S Brown
S Richard
T Bali
Tom Vinaimont
W Buehler
Wiley
Y A�?ta�?t-Sahalia
Y A�?ta�?t-Sahalia
Publication venue: 'Elsevier BV'
Publication date: 01/01/2004
Field of study

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