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Evaluating style analysis
ter Horst, Jenke R.; Nijman, Theo E.; Roon, Frans A. de - In: Journal of Empirical Finance 11 (2004) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10005199047
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Testing for mean-variance spanning: a survey
DeRoon, Frans A.; Nijman, Theo E. - In: Journal of Empirical Finance 8 (2001) 2, pp. 111-155
Persistent link: https://www.econbiz.de/10005152371
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Eliminating look-ahead bias in evaluating persistence in mutual fund performance
ter Horst, Jenke R.; Nijman, Theo E.; Verbeek, Marno - In: Journal of Empirical Finance 8 (2001) 4, pp. 345-373
Persistent link: https://www.econbiz.de/10005152452
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Yet another look at mutual fund tournaments
Goriaev, Alexei; Nijman, Theo E.; Werker, Bas J. M. - In: Journal of Empirical Finance 12 (2005) 1, pp. 127-137
Persistent link: https://www.econbiz.de/10005194307
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Do countries or industries explain momentum in Europe?
Nijman, Theo; Swinkels, Laurens; Verbeek, Marno - In: Journal of Empirical Finance 11 (2004) 4, pp. 461-481
Persistent link: https://www.econbiz.de/10005194310
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High frequency analysis of lead-lag relationships between financial markets
de Jong, Frank; Nijman, Theo - In: Journal of Empirical Finance 4 (1997) 2-3, pp. 259-277
Persistent link: https://www.econbiz.de/10005194355
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Price effects of trading and components of the bid-ask spread on the Paris Bourse
de Jong, Frank; Nijman, Theo; Roell, Ailsa - In: Journal of Empirical Finance 3 (1996) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10005199066