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42. Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect. (2016). Sebastião, Helder ; Godinho, Pedro ; Brito, Rui ; Sebastio, Helder.
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43. Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns. (2016). Bollerslev, Tim ; Todorov, Viktor ; Li, Sophia Zhengzi.
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44. The MAX effect: An exploration of risk and mispricing explanations. (2016). Gray, Philip ; Zhong, Angel.
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45. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
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46. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
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47. Towards a skewness index for the Italian stock market. (2015). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas.
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48. Downside Risk Neutral Probabilities. (2015). EECKHOUDT, LOUIS ; Chaigneau, Pierre.
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49. Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis. (2015). Do, Hung ; Brooks, Robert ; Treepongkaruna, Sirimon.
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50. Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric.
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