Review of Financial Economics
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2014, Volume 23, Issue 2
- 55-63 The abnormal psychology of investment performance
by Patterson, Fernando M. & Daigler, Robert T.
- 64-74 Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero-volatility spreads
by Klein, Christian & Stellner, Christoph
- 75-89 Preemption, leverage, and financing constraints
by Nishihara, Michi & Shibata, Takashi
- 90-97 Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis
by Kuosmanen, Petri & Vataja, Juuso
- 98-105 Liquidity and capital under uncertainty and changing market sentiment: A simple analysis
by Bossone, Biagio
2014, Volume 23, Issue 1
- 1-9 The spirit of capitalism among the income classes
by Smoluk, H.J. & Voyer, John
- 10-17 Opaque financial reports and R2: Revisited
by Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek
- 18-29 Foreign exchange rate exposure: Evidence from Canada
by Al-Shboul, Mohammad & Anwar, Sajid
- 30-45 Predictability of the simple technical trading rules: An out-of-sample test
by Fang, Jiali & Jacobsen, Ben & Qin, Yafeng
- 46-53 Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets
by Apergis, Nicholas & Payne, James E.
2013, Volume 22, Issue 4
- 135-145 Initial credit ratings and earnings management
by Demirtas, K. Ozgur & Rodgers Cornaggia, Kimberly
- 146-157 The effect of banking market structure on the lending channel: Evidence from emerging markets
by Amidu, Mohammed & Wolfe, Simon
- 158-168 Entrepreneurial risk aversion, net worth effects and real fluctuations
by Pardo, Cristian
- 169-179 Asset pricing under quantile utility maximization
by Giovannetti, Bruno C.
- 180-186 The high returns to low volatility stocks are actually a premium on high quality firms
by Walkshäusl, Christian
- 187-193 Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests
by Lee, Junsoo & Strazicich, Mark C. & Yu, Byung Chul
- 194-205 What makes a joint venture: Micro-evidence from Sino-Italian contracts
by Gattai, Valeria & Natale, Piergiovanna
- 206-212 Time-changed Lévy jump processes with GARCH model on reverse convertibles
by Simi, Wei W. & Wang, Xiaoli
- 213-219 Irrational fads, short-term memory emulation, and asset predictability
by Bekiros, Stelios D.
2013, Volume 22, Issue 3
- 79-85 Estimation of tail-related risk measures in the Indian stock market: An extreme value approach
by Karmakar, Madhusudan
- 86-97 Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns
by Jubinski, Daniel & Tomljanovich, Marc
- 98-108 The value implications of restrictions on asset sales
by Sibilkov, Valeriy & Straska, Miroslava & Waller, H. Gregory
- 109-117 Financial reforms and technical efficiency in Indian commercial banking: A generalized stochastic frontier analysis
by Bhattacharyya, Aditi & Pal, Sudeshna
- 118-124 The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization
by Nitschka, Thomas
- 125-134 The conditional relation between dispersion and return
by Demirer, Rıza & Jategaonkar, Shrikant P.
2013, Volume 22, Issue 2
- 47-52 Is gold the best hedge and a safe haven under changing stock market volatility?
by Hood, Matthew & Malik, Farooq
- 53-60 Sovereign asset values and implications for the credit market
by Kalteier, Eva-Maria & Posch, Peter N.
- 61-67 Can habit formation under complete market integration explain the cross-section of international equity risk premia?
by Auer, Benjamin R.
- 68-77 Islamic and conventional banks' soundness during the 2007–2008 financial crisis
by Bourkhis, Khawla & Nabi, Mahmoud Sami
2013, Volume 22, Issue 1
- 1-7 Essential concepts necessary to consider when evaluating the efficacy of quantitative easing
by Putnam, Bluford H.
- 8-19 An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
by Huffman, Stephen P. & Moll, Cliff R.
- 20-35 The performance of venture capital investments: Do investors overreact?
by Achleitner, Ann-Kristin & Engel, Nico & Reiner, Uwe
- 36-46 Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
by Konermann, Patrick & Meinerding, Christoph & Sedova, Olga
2012, Volume 21, Issue 4
- 159-167 A logit model of retail investors' individual trading decisions and their relations to insider trades
by Stotz, Olaf & Georgi, Dominik
- 168-174 Volume, volatility and information linkages in the stock and option markets
by Ho, Kin-Yip & Zheng, Lin & Zhang, Zhaoyong
- 175-187 What determines the stock market's reaction to monetary policy statements?
by Kurov, Alexander
- 188-192 Real option valuation of abandoned farmland
by Nishihara, Michi
2012, Volume 21, Issue 3
- 93-101 True Markowitz or assumptions we break and why it matters
by Wilford, D. Sykes
- 102-110 FX counterparty risk and trading activity in currency forward and futures markets
by Levich, Richard M.
- 111-119 A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule
by Putnam, Bluford H. & Azzarello, Samantha
- 120-130 Financial crisis and extreme market risks: Evidence from Europe
by Orlowski, Lucjan T.
- 131-140 Optimal commodity asset allocation with a coherent market risk modeling
by Al Janabi, Mazin A.M.
- 141-152 Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt
by Dunbar, Kwamie & Amin, Abu S.
- 153-158 The effect of management team characteristics on risk-taking and style extremity of mutual fund portfolios
by Karagiannidis, Iordanis
2012, Volume 21, Issue 2
- 39-52 Do corporate boards matter during the current financial crisis?
by Francis, Bill B. & Hasan, Iftekhar & Wu, Qiang
- 53-62 Islamic investing
by Walkshäusl, Christian & Lobe, Sebastian
- 63-68 Profitable candlestick trading strategies—The evidence from a new perspective
by Lu, Tsung-Hsun & Shiu, Yung-Ming & Liu, Tsung-Chi
- 69-81 Mutual fund corporate culture and performance
by Gottesman, Aron & Morey, Matthew
- 82-89 Analyst responses to stock-index adjustments: Evidence from MSCI Taiwan Index additions
by Tu, Chia-Jung & Chang, Yuanchen
2011, Volume 20, Issue 4
- 123-129 The effect of leverage on the tax-cut versus investment-subsidy argument
by Danielova, Anna & Sarkar, Sudipto
- 130-145 The role of corporate governance in the write-off decision
by Minnick, Kristina
- 146-161 Value creation and pricing in buyouts: Empirical evidence from Europe and North America
by Achleitner, Ann-Kristin & Braun, Reiner & Engel, Nico
2011, Volume 20, Issue 3
- 105-112 The effects of costly exploration on optimal investment timing
by Nishihara, Michi & Shibata, Takashi
- 113-121 Partial adjustment toward optimal cash holding levels
by Venkiteshwaran, Vinod
2011, Volume 20, Issue 2
- 49-62 Quality of financial information and liquidity
by Bardos, Katsiaryna Salavei
- 63-73 Revisiting the composition puzzles of the household portfolio: New evidence
by Jin, Fangyi
- 74-83 Export pricing and the cross-country correlation of stock prices
by Tervala, Juha
- 84-95 Efficiency under quantile regression: What is the relationship with risk in the EU banking industry?
by Koutsomanoli-Filippaki, Anastasia I. & Mamatzakis, Emmanuel C.
- 96-104 A search for long-range dependence and chaotic structure in Indian stock market
by Mishra, Ritesh Kumar & Sehgal, Sanjay & Bhanumurthy, N.R.
2011, Volume 20, Issue 1
- 1-10 Information in short selling: Comparing Nasdaq and the NYSE
by Blau, Benjamin M. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 11-21 Dividends, maturity, and acquisitions: Evidence from a sample of bank IPOs
by Cornett, Marcia Millon & Fayman, Alex & Marcus, Alan J. & Tehranian, Hassan
- 22-27 Are stock returns still mean-reverting?
by Mukherji, Sandip
- 28-36 Electronic versus open outcry trading in agricultural commodities futures markets
by Martinez, Valeria & Gupta, Paramita & Tse, Yiuman & Kittiakarasakun, Jullavut
- 37-47 Why falling information costs may increase demand for index funds
by Sirnes, Espen
2010, Volume 19, Issue 4
- 137-150 Nonlinear modelling of target leverage with latent determinant variables -- new evidence on the trade-off theory
by Sabiwalsky, Ralf
- 151-160 Credit market structure and bank screening: An indirect test on Italian data
by Agostino, Mariarosaria & Gagliardi, Francesca & Trivieri, Francesco
- 161-178 A historical examination of optimal real return portfolios for non-US investors
by Bruno, Salvatore & Chincarini, Ludwig
- 179-191 Does offshoring create value for shareholders?
by Prezas, Alexandros P. & Simonyan, Karen & Vasudevan, Gopala
- 192-193 The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity: A note
by Dai, Jie
2010, Volume 19, Issue 3
- 91-100 Can common stocks provide a hedge against inflation? Evidence from African countries
by Alagidede, Paul & Panagiotidis, Theodore
- 101-108 Competitive conditions in Islamic and conventional banking: A global perspective
by Ariss, Rima Turk
- 109-116 An optimization process in Value-at-Risk estimation
by Huang, Alex YiHou
- 117-127 Fundamental indexing around the world
by Walkshäusl, Christian & Lobe, Sebastian
- 128-135 Terrorism activity, investor sentiment, and stock returns
by Drakos, Konstantinos
2010, Volume 19, Issue 2
- 47-48 Introduction to the special issue on project finance
by Megginson, William L.
- 49-59 Project finance as a driver of economic growth in low-income countries
by Kleimeier, Stefanie & Versteeg, Roald
- 60-71 Offtaking agreements and how they impact the cost of funding for project finance deals: A clinical case study of the Quezon Power Ltd Co
by Bonetti, Veronica & Caselli, Stefano & Gatti, Stefano
- 72-77 Project financing: Deal or no deal
by An, Yunbi & Cheung, Keith
- 78-83 Government guarantees and risk sharing in public-private partnerships
by Takashima, Ryuta & Yagi, Kyoko & Takamori, Hiroshi
- 84-89 An overview of project finance binomial loan valuation
by Winsen, Joseph K.
2010, Volume 19, Issue 1
- 1-7 Delivery options and convexity in Treasury bond and note futures
by Grieves, Robin & Marcus, Alan J. & Woodhams, Adrian
- 8-18 Differences in individual NYSE specialists' performances and strategies
by Köksal, Bülent
- 19-27 Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self-fulfilling expectations
by Gershun, Natalia
- 28-37 PMA license valuation: A Bayesian learning real options approach
by Miller, Luke T.
- 38-45 Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company
by Kalayci, Erkan & Basdas, Ulkem
2009, Volume 18, Issue 4
- 163-171 Macro-finance VARs and bond risk premia: A caveat
by Taboga, Marco
- 172-182 Electronic limit order book and order submission choice around macroeconomic news
by Erenburg, Grigori & Lasser, Dennis
- 183-189 Information contents misjudged: Digressive convergence to equilibrium in cointegrated prices
by Tswei, Keshin & Lai, Jing-yi
- 190-201 Profitability of technical stock trading: Has it moved from daily to intraday data?
by Schulmeister, Stephan
- 202-209 The euro-dollar exchange rate and equity flows
by Heimonen, Kari
2009, Volume 18, Issue 3
- 113-123 Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns
by Grammig, Joachim & Schrimpf, Andreas
- 124-131 Financial progress and the stability of long-run money demand: Implications for the conduct of monetary policy in emerging economies
by Darrat, Ali F. & Al-Sowaidi, Saif S.
- 132-141 A real options approach for evaluating the implementation of a risk-sensitive capital rule in banks
by Nordal, Kjell Bjørn
- 142-155 Last resort gambles, risky debt and liquidation policy
by Agliardi, Elettra & Andergassen, Rainer
- 156-162 Survey evidence on forecast accuracy of U.S. term spreads
by Baghestani, Hamid
2009, Volume 18, Issue 2
- 67-67 In memory of Professor James R. Webb
by Mukherjee, Tarun K. & Whitney, Gerald A.
- 68-69 Introduction for special issue of RFE on real estate
by Webb, James
- 70-79 Performance differences in property-type diversified versus specialized real estate investment trusts (REITs)
by Benefield, Justin D. & Anderson, Randy I. & Zumpano, Leonard V.
- 80-89 Common factors in international securitized real estate markets
by Liow, Kim Hiang & Webb, James R.
- 90-96 An analysis of the impact of timberland, farmland and commercial real estate in the asset allocation decisions of institutional investors
by Waggle, Doug & Johnson, Don T.
- 97-102 Applying VaR to REITs: A comparison of alternative methods
by Lu, Chiuling & Wu, Sheng-Ching & Ho, Lan-Chih
- 103-111 Equity and fixed income markets as drivers of securitised real estate
by Cheong, Chee Seng & Gerlach, Richard & Stevenson, Simon & Wilson, Patrick J. & Zurbruegg, Ralf
2009, Volume 18, Issue 1
- 1-9 Optimal financial education
by Subrahmanyam, Avanidhar
- 10-22 Monte Carlo valuation of natural gas investments
by Abadie, Luis M. & Chamorro, José M.
- 23-32 Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options
by Kuo, I-Doun & Lin, Yueh-Neng
- 33-46 The effects of tax policy on financial markets: G3 evidence
by Arin, K. Peren & Mamun, Abdullah & Purushothman, Nanda
- 47-55 The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases
by Farka, Mira
- 56-65 The unsung impact of currency risk on the performance of international real property investment
by Addae-Dapaah, Kwame & Tan Yong Hwee, Wilfred
2008, Volume 17, Issue 4
- 245-260 Learning from experience and trading volume
by Subrahmanyam, Avanidhar
- 261-279 Evaluating stock returns with time-varying risk aversion driven by trend deviations from the consumption-to-wealth ratio: An analysis conditional on income levels
by Smoluk, H.J. & Bennett, James
- 280-295 The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions
by Baker, H. Kent & Rahman, Abdul & Saadi, Samir
- 296-314 Endogenous screening, credit crunches, and competition in laxity
by Shaffer, Sherrill & Hoover, Scott
- 315-337 Profit sharing and investment by regulated utilities: A welfare analysis
by Moretto, Michele & Panteghini, Paolo M. & Scarpa, Carlo
- 338-351 Estimating exchange rate responsiveness to shocks
by Narayan, Paresh Kumar
2008, Volume 17, Issue 3
- 157-171 U.S. corporate bond returns: A study of market anomalies based on broad industry groups
by Nippani, Srinivas & Arize, Augustine C.
- 172-182 Can economic liberalization and improved governance alter the defense-growth trade-off?
by Looney, Robert & McNab, Robert M.
- 183-203 Market switching in shipping -- A real option model applied to the valuation of combination carriers
by Sødal, Sigbjørn & Koekebakker, Steen & Aadland, Roar
- 204-212 Random walk and breaking trend in financial series: An econometric critique of unit root tests
by Rahman, Abdul & Saadi, Samir
- 213-227 A comparative analysis of proxies for an optimal leverage ratio
by D'Mello, Ranjan & Farhat, Joseph
- 228-244 Changes in the risk structure of stock returns: Consumer Confidence and the dotcom bubble
by Leger, Lawrence & Leone, Vitor
2008, Volume 17, Issue 2
- 79-91 Capital shocks, bank asset allocation, and the revised Basel Accord
by Jacques, Kevin T.
- 92-111 Bivariate relative city price convergence in the United States: 1918-1997
by Sonora, Robert J.
- 112-129 Severity of financing constraints and firms' investments
by Kasahara, Tetsuya
- 130-145 Military industrialization and economic development: Jordan's defense industry
by Amara, Jomana
- 146-155 Long memory in energy futures prices
by Elder, John & Serletis, Apostolos
2008, Volume 17, Issue 1
- 1-2 Introduction to the special issue on defense industries
by Looney, Robert & Frederiksen, Peter & McNab, Robert
- 3-13 The impact of economic factors and acquisition reforms on the cost of defense weapon systems
by Smirnoff, James P. & Hicks, Michael J.
- 14-32 What drives the market value of firms in the defense industry
by Capelle-Blancard, Gunther & Couderc, Nicolas
- 33-45 A market reaction to DOD contract delay -- Does the market reward poor performance
by Carden, Robert & Leach, Sonia E. & Smith, Jeffrey S.
- 46-61 Defence and firm financial structure in France
by Belin, Jean & Guille, Marianne
- 62-78 An empirical analysis of the factors impacting discount rates: Evidence from the U.S. Marine Corps
by Hensel, Nayantara & Deichert, Martin
2007, Volume 16, Issue 4
- 323-334 Determinants of cost efficiencies in the mutual fund industry
by Malhotra, D.K. & Martin, Rand & Russel, Philip
- 335-349 Public private partnerships: Incentives, risk transfer and real options
by Alonso-Conde, Ana Belen & Brown, Christine & Rojo-Suarez, Javier
- 350-362 Nonlinear duration dependence in stock market cycles
by Harman, Yvette S. & Zuehlke, Thomas W.
- 363-374 Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium
by Kanniainen, Juho
- 375-399 The effect of Fed monetary policy regimes on the US interest rate swap spreads
by Huang, Ying & Chen, Carl R.
2007, Volume 16, Issue 3
- 231-234 Exchange rates and international financial assets: A special issue in honor of Stanley W. Black
by Cushman, David O. & Breuer, Janice Boucher
- 235-258 The benefits of expediting government gold sales
by Henderson, Dale W. & Salant, Stephen W. & Irons, John S. & Thomas, Sebastian
- 259-273 Fatal attraction: Using distance to measure contagion in good times as well as bad
by Bayoumi, Tamim & Fazio, Giorgio & Kumar, Manmohan & MacDonald, Ronald
- 274-290 An event study of institutions and currency crises
by Shimpalee, Pattama L. & Breuer, Janice Boucher
- 291-304 Foreign participation in local currency bond markets
by Burger, John D. & Warnock, Francis E.
- 305-320 A portfolio balance approach to the Canadian-U.S. exchange rate
by Cushman, David O.
2007, Volume 16, Issue 2
- 127-147 Real option analysis of a technology portfolio
by Hilli, Petri & Kallio, Maarit & Kallio, Markku
- 149-175 Forecasting the macroeconomy with contemporaneous financial market information: Europe and the United States
by Junttila, Juha
- 177-201 Do investors overreact to earnings warnings?
by Tawatnuntachai, Oranee & Yaman, Devrim
- 203-215 Momentum and industry growth
by Safieddine, Assem & Sonti, Ramana
- 217-230 Psychological barriers in gold prices?
by Aggarwal, Raj & Lucey, Brian M.
2007, Volume 16, Issue 1
- 1-3 Leveraging corporate strategic advantage using alliances and joint ventures
by Chan, Su Han & Kensinger, John & Martin, John
- 5-28 Who chooses whom? Syndication, skills and reputation
by Tykvova, Tereza
- 29-67 Joint ventures around the globe from 1990-2000: Forms, types, industries, countries and ownership patterns
by Moskalev, Sviatoslav A. & Swensen, R. Bruce
- 69-90 Costs, valuation, and long-term operating effects of global strategic alliances
by Ojah, Kalu
- 91-110 Dynamic market entry and the value of flexibility in transitional international joint ventures
by Lukas, Elmar
- 111-126 The potential for expropriation through joint ventures
by Case, Spencer A. & Lee, D. Scott & Martin, John D.
2006, Volume 15, Issue 4
- 289-304 The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity
by Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan & Talavera, Oleksandr
- 305-321 Testing for international equity market integration using regime switching cointegration techniques
by Davies, Andrew
- 323-329 Asymmetric adjustment in the prime lending-deposit rate spread
by Thompson, Mark A.
- 331-349 Variations in effects of monetary policy on stock market returns in the past four decades
by He, Ling T.
2006, Volume 15, Issue 3
- 193-221 Financial deregulation and efficiency: An empirical analysis of Indian banks during the post reform period
by Das, Abhiman & Ghosh, Saibal
- 223-236 Globalization and portfolio risk over time: The role of exchange rate
by Fooladi, Iraj J. & Rumsey, John
- 237-250 The long-run stock performance of preferred stock issuers
by Howe, John S. & Lee, Hongbok
- 251-269 Determinants of stock option use by Japanese companies
by Uchida, Konari
- 271-285 Risk and wealth effects of U.S. firm joint venture activity
by Denning, Karen C. & Hulburt, Heather & Ferris, Stephen P.
2006, Volume 15, Issue 2
- 95-112 Real options and games: Competition, alliances and other applications of valuation and strategy
by Smit, Han T.J. & Trigeorgis, Lenos
- 113-128 Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
by Daal, Elton & Farhat, Joseph & Wei, Peihwang P.
- 129-157 Extending the universality of the Heath-Jarrow-Morton model
by Grant, Dwight & Vora, Gautam
- 159-175 Co-integrating currencies and yield differentials
by Inci, Ahmet Can
- 177-191 An evaluation of the professional forecasts of U.S. long-term interest rates
by Baghestani, Hamid
2006, Volume 15, Issue 1
- 1-18 In search of a residual dividend policy
by Baker, H. Kent & Smith, David M.
- 19-27 Back on the balance sheet: The tax effects of contingent claims in commercial banking
by Reagle, Derrick
- 28-48 Fractional integration in daily stock market indexes
by Gil-Alana, L.A.
- 49-75 Factor-product markets and firm's capital structure: A literature review
by Istaitieh, Abdulaziz & Rodriguez-Fernandez, Jose M.
- 76-94 Stock returns and inflation in Greece: A Markov switching approach
by Hondroyiannis, George & Papapetrou, Evangelia
2005, Volume 14, Issue 3-4
- 187-187 Acknowledgement
by Shastri, Kuldeep & Trigeorgis, Lenos
- 189-208 VaR in real options analysis
by Alesii, Giuseppe
- 209-224 Rivalry under price and quantity uncertainty
by Paxson, Dean & Pinto, Helena
- 225-239 License valuation in the aerospace industry: A real options approach
by Miller, Luke & Bertus, Mark
- 241-254 Investment, irreversibility, and options: An empirical framework
by Shaanan, Joseph
- 255-279 Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms
by Bulan, Laarni T.
- 281-295 An option pricing framework for valuation of football players
by Tunaru, Radu & Clark, Ephraim & Viney, Howard
- 297-310 Real options and the value of generation capacity in the German electricity market
by Hlouskova, Jaroslava & Kossmeier, Stephan & Obersteiner, Michael & Schnabl, Alexander
- 311-322 How to analyze the investment-uncertainty relationship in real option models?
by Lund, Diderik
- 323-351 The option value of patent litigation: Theory and evidence
by Marco, Alan C.
- 353-369 Interaction between real options and financial hedging: Fact or fiction in managerial decision-making
by Aabo, Tom & Simkins, Betty J.
- 371-393 Flexibility and technology choice in gas fired power plant investments
by Nasakkala, Erkka & Fleten, Stein-Erik
2005, Volume 14, Issue 2
- 93-101 Money and macroeconomic performance: revisiting divisia money
by Darrat, Ali F. & Chopin, Marc C. & Lobo, Bento J.
- 103-126 Takeover bids, unconditional offer price and investor protection
by de La Bruslerie, Hubert & Deffains-Crapsky, Catherine
- 127-145 Parity conditions and the efficiency of the Australian 90- and 180-day forward markets
by Felmingham, Bruce & Leong, SuSan
- 147-171 Interest rate smoothing and financial stability
by Smith, R. Todd & van Egteren, Henry
- 173-186 A text book treatment of calculating returns on non-traditional portfolios
by Hancock, G.D.
2005, Volume 14, Issue 1
- 1-23 Information flow between the stock and option markets: Where do informed traders trade?
by Chen, Carl R. & Lung, Peter P. & Tay, Nicholas S. P.
- 25-45 Long-horizon abnormal performance following rights issues and placings: Additional evidence from the U.K. market
by Ho, Keng-Yu
- 47-60 The nominal duration of TIPS bonds
by Laatsch, Francis E. & Klein, Daniel P.
- 61-79 Stock market speculation and managerial myopia
by Nyman, Ingmar
- 81-91 Non-linear dynamics in international stock market returns
by McMillan, David G.
2004, Volume 13, Issue 4
- 305-326 Mutual fund characteristics, managerial attributes, and fund performance
by Prather, Laurie & Bertin, William J. & Henker, Thomas
- 327-340 Fractional cointegration and real exchange rates
by Caporale, Guglielmo Maria & Gil-Alana, Luis A.
- 341-356 The interaction between opening call auctions and ongoing trade: Evidence from the NYSE
by Brooks, Raymond M. & Moulton, Jonathan
- 357-370 On the estimation of stock-market reaction to corporate layoff announcements
by Hahn, TeWhan & Reyes, Mario G.
- 371-396 The efficiency and the conduct of European banks: Developments after 1992
by Schure, Paul & Wagenvoort, Rien & O'Brien, Dermot
2004, Volume 13, Issue 3
- 211-229 Catching up with the Americans
by Smoluk, H. J. & VanderLinden, David