Content
2010, Volume 16, Issue 3
- 183-200 Unfunded pension liabilities and sponsoring firm credit risk: an international analysis of corporate bond spreads
by Ronan Gallagher & Donal McKillop - 201-225 Corporate collaborative activity: exploratory evidence on the determinants of vehicle choice
by Bruce Burton - 227-244 Long-run cash flow and discount-rate risks in the cross-section of US returns
by Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou - 245-262 Sectorial differences in corporate financial behavior: an international survey
by Gil Cohen & Joseph Yagil - 263-279 Size and book-to-market anomalies and omitted leverage risk
by Vineet Agarwal & Sunil Poshakwale
2010, Volume 16, Issue 2
- 97-118 Understanding analysts forecasts
by R. J. Louth & P. Joos & S. E. Satchell & G. Weyns - 119-136 Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies?
by Hossein Asgharian & Bjorn Hansson - 137-152 Discrete-time implementation of continuous-time portfolio strategies
by Nicole Branger & Beate Breuer & Christian Schlag - 153-171 Financing constraints and firms' cash policy in the euro area
by Rozalia Pal & Annalisa Ferrando - 173-182 The Other January Effect: international evidence
by Martin Bohl & Christian Salm
2010, Volume 16, Issue 1
- 1-26 Taxable cash dividends - A money-burning signal
by Ken Bechmann & Johannes Raaballe - 27-43 Implications of market microstructure for realized variance measurement
by Daniel Djupsjobacka - 45-55 Do public banks have a competitive advantage?
by Astrid Matthey - 57-78 Enterprise valuation with track-record ratios and rates of change
by Luis Gonzalez Jimenez & Luis Blanco Pascual - 79-95 Breaking down the non-normality of stock returns
by Michail Karoglou
2009, Volume 15, Issue 7-8
- 607-607 Preface
by Chris Adcock - 609-618 The Advent of Copulas in Finance
by Christian Genest & Michel Gendron & Michaël Bourdeau-Brien - 619-637 Testing for structural changes in exchange rates' dependence beyond linear correlation
by Alexandra Dias & Paul Embrechts - 639-659 Models for construction of multivariate dependence - a comparison study
by Kjersti Aas & Daniel Berg - 661-674 Dependency without copulas or ellipticity
by William Shaw & Asad Munir - 675-701 Copula goodness-of-fit testing: an overview and power comparison
by Daniel Berg - 703-719 Asymmetric dependence patterns in financial time series
by Manuel Ammann & Stephan Suss - 721-750 Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
by Eric Bouye & Mark Salmon - 751-775 Risk and return of reinsurance contracts under copula models
by Martin Eling & Denis Toplek - 777-795 Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market
by Dominique Guegan & Jing Zang
2009, Volume 15, Issue 5-6
- 445-445 Preface
by Chris Adcock - 447-449 Editorial
by Wolfgang Bessler & Wolfgang Drobetz - 451-461 From Markowitz to modern risk management
by Gordon Alexander - 463-486 Performance measures and incentives: loading negative coskewness to outperform the CAPM
by Alexandros Kostakis - 487-509 Performance and characteristics of mutual fund starts
by Aymen Karoui & Iwan Meier - 511-532 Long-horizon consumption risk and the cross-section of returns: new tests and international evidence
by Joachim Grammig & Andreas Schrimpf & Michael Schuppli - 533-553 Diversification benefits for bond portfolios
by Wassim Dbouk & Lawrence Kryzanowski - 555-583 International bond diversification strategies: the impact of currency, country, and credit risk
by Mats Hansson & Eva Liljeblom & Anders Loflund - 585-605 Conditioning information in mutual fund performance evaluation: Portuguese evidence
by Paulo Armada Leite & Maria Ceu Cortez
2009, Volume 15, Issue 4
- 365-384 Short-term market timing using the bond-equity yield ratio
by Pierre Giot & Mikael Petitjean - 385-404 The impact of board size on firm performance: evidence from the UK
by Paul Guest - 405-420 Optimal allotment policy in central bank open market operations
by Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla - 421-435 UK IPO underpricing and venture capitalists
by Jerry Coakley & Leon Hadass & Andrew Wood - 437-444 Forecasting the weekly time-varying beta of UK firms: GARCH models vs. Kalman filter method
by Taufiq Choudhry & Hao Wu
2009, Volume 15, Issue 3
- 249-262 Martingales in European emerging stock markets: Size, liquidity and market quality
by Graham Smith - 263-285 International asset returns and exchange rates
by Yuming Li & Maosen Zhong - 287-316 Conditional performance evaluation for German equity mutual funds
by Wolfgang Bessler & Wolfgang Drobetz & Heinz Zimmermann - 317-335 Econometrical analysis of the sample efficient frontier
by Taras Bodnar & Wolfgang Schmid - 337-363 Stochastic volatility and time-varying country risk in emerging markets
by Anders Johansson
2009, Volume 15, Issue 2
- 103-103 Preface
by Chris Adcock - 105-118 Modelling the number of customers as a birth and death process
by Helena Pinto & Sydney Howell & Dean Paxson - 119-136 Asset securitization: effects on value of banking institutions
by Pedro Martinez-Solano & Jose Yague-Guirao & Fulgencio Lopez-Martinez - 137-156 Earnings announcements by UK companies: Evidence of extreme events?
by Carlos Alegria & George McKenzie & Simon Wolfe - 157-167 Durable vs. disposable equipment choice under interest rate uncertainty
by Jose Carlos Dias & Mark Shackleton - 169-189 The relation between dividends and insider ownership in different legal systems: international evidence
by Jorge Farinha & Oscar Lopez-de-Foronda - 191-209 The performance of investment grade corporate bond funds: evidence from the European market
by Leif Holger Dietze & Oliver Entrop & Marco Wilkens - 211-230 Corporate governance and dividend policy in Southeast Asia pre- and post-crisis
by Julia Sawicki - 231-247 Competition and stock market development
by Sofia Ramos
2009, Volume 15, Issue 1
- 1-28 In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors
by Helmut Herwartz & Leonardo Morales-Arias - 29-51 Earnings management around UK open offers
by Abdullah Iqbal & Susanne Espenlaub & Norman Strong - 53-60 Comment on 'earnings management around UK open offers'
by Seth Armitage & John Capstaff - 61-69 Datastream returns and UK open offers
by Susanne Espenlaub & Abdullah Iqbal & Norman Strong - 71-87 Asset sales and firm strategy: an analysis of divestitures by UK companies
by David Hillier & Patrick McColgan & Samwel Werema - 89-102 The determinants of trading volume for cross-listed Euribor futures contracts
by Owain ap Gwilym & Samir Aguenaou & Mark Rhodes
2008, Volume 14, Issue 8
- 663-686 International nonlinear causality between stock markets
by Michel Beine & Gunther Capelle-Blancard & Helene Raymond - 687-699 Stock returns, inflation and interest rates in the United Kingdom
by Mohammad Hasan - 701-716 Monetary disequilibria and the euro/dollar exchange rate
by Dieter Nautz & Karsten Ruth - 717-734 Distribution-free upper bounds for spread options and market-implied antimonotonicity gap
by Peter Laurence & Tai-Ho Wang - 735-753 Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market
by Vassilios Babalos & Guglielmo Maria Caporale & Alexandros Kostakis & Nikolaos Philippas - 755-769 Recovery of hidden state participation effects on oil and gas asset values
by Gavin Kretzschmar & Axel Kirchner - 771-802 Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques
by Sascha Mergner & Jan Bulla
2008, Volume 14, Issue 7
- 541-544 Financial reform in emerging markets
by Christopher Green - 545-562 Banking in transition economies: does foreign ownership enhance profitability?
by Ilko Naaborg & Robert Lensink - 563-581 Savings and financial sector development: panel cointegration evidence from Africa
by Roger Kelly & George Mavrotas - 583-607 The impact of tax policy on corporate debt in a developing economy: a study of unquoted Indian companies
by Christopher Green & Victor Murinde - 609-624 Capital financing behaviour: evidence from firms listed on the Nairobi Stock Exchange
by Rose Ngugi - 625-639 The measurement and determinants of x-inefficiency in commercial banks in Sub-Saharan Africa
by C. Kirkpatrick & V. Murinde & M. Tefula - 641-661 Flow of funds and the impact of financial controls on bank portfolio behaviour: a study of India
by Tomoe Moore & Christopher Green
2008, Volume 14, Issue 6
- 453-468 Forecasting inter-related energy product prices
by M. E. Malliaris & S. G. Malliaris - 469-488 The effectiveness of dynamic hedging: evidence from selected European stock index futures
by Jahangir Sultan & Mohammad Hasan - 489-501 Changing investors' risk appetite: Reality or fiction?
by Miroslav Misina - 503-521 Trading futures spread portfolios: applications of higher order and recurrent networks
by Christian Dunis & Jason Laws & Ben Evans - 523-540 Forecasting daily volatility with intraday data
by Bart Frijns & Dimitris Margaritis
2008, Volume 14, Issue 5
- 359-379 Forecasting credit migration matrices with business cycle effects—a model comparison
by Stefan Truck - 381-395 Time-varying factor models for equity portfolio construction
by Markus Ebner & Thorsten Neumann - 397-408 Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index
by Stelios Bekiros & Dimitris Georgoutsos - 409-425 Return forecasts and optimal portfolio construction: a quantile regression approach
by Lingjie Ma & Larry Pohlman - 427-449 A further extension of duration-dependent models
by Akifumi Isogai & Satoru Kanoh & Toshifumi Tokunaga
2008, Volume 14, Issue 4
- 273-280 Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting
by Atreya Chakraborty & Abdikarim Farah & John Barkoulas - 281-298 Trading strategies based on term structure model residuals
by Rainer Jankowitsch & Michaela Nettekoven - 299-314 Size effect, methodological issues and 'risk-to-default': evidence from the UK stock market
by Panagiotis Andrikopoulos & Arief Daynes & David Latimer & Paraskevas Pagas - 315-336 Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America
by Giulio Cifarelli & Giovanna Paladino - 337-358 Performance of closely held firms in Russia: evidence from firm-level data
by Andrei Kuznetsov & Rostislav Kapelyushnikov & Natalya Dyomina
2008, Volume 14, Issue 3
- 179-193 A change of focus: Stock market reclassification in the UK
by Bryan Mase - 195-210 Dividends, prices and the present value model: firm-level evidence
by John Goddard & David Mcmillan & John Wilson - 211-223 Empirical investigation of stock index futures market efficiency: the case of the Athens Derivatives Exchange
by Panayiotis Andreou & Yiannos Pierides - 225-242 Trading time and trading activity: evidence from extensions of the NYSE trading day
by Ebenezer Asem & Aditya Kaul - 243-270 Hedging effectiveness of the Athens stock index futures contracts
by Manolis Kavussanos & Ilias Visvikis
2008, Volume 14, Issue 2
- 71-71 Preface
by Chris Adcock - 73-73 Editorial
by Jan Annaert & Marc De Ceuster - 91-113 Commodity volatility modelling and option pricing with a potential function approach
by Jasper Anderluh & Svetlana Borovkova - 115-135 The stability of bank efficiency rankings when risk preferences and objectives are different
by Michael Koetter - 137-156 Pricing Parisians and barriers by hitting time simulation
by J. H. M. Anderluh - 157-177 Residual value risk in the leasing industry: A European case
by Hugues Pirotte & Celine Vaessen
2008, Volume 14, Issue 1
- 1-21 Evidence of ex-dividend trading by investor tax category
by Karl Felixson & Eva Liljeblom - 23-31 Stochastic volatility in the Spanish stock market: a long memory model with a structural break
by Luis Gil-Alana & Juncal Cunado & Fernando Perez De Gracia - 33-47 What a delta hedge really does - a theoretical and pedagogical note
by S. D. Howell - 49-67 Will we pay in the same way?
by Sandra Deungoue
2007, Volume 14, Issue 2
- 75-89 Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation
by L. Vanessa Smith & Demosthenes Tambakis
2007, Volume 13, Issue 8
- 691-704 Modeling Conditional Skewness in Stock Returns
by Markku Lanne & Saikkonen Pentti - 705-715 Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities
by Simon Stevenson & Patrick Wilson & Ralf Zurbruegg - 717-739 Algorithmic Trading Patterns in Xetra Orders
by Johannes Prix & Otto Loistl & Michael Huetl - 741-750 Asymmetric Mean Reversion in European Interest Rates: A Two-factor Model
by Gregory Koutmos & George Philippatos - 751-768 Anyone for Tennis (Betting)?
by David Forrest & Ian Mchale - 769-793 Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience
by Ron Bird & Lorenzo Casavecchia
2007, Volume 13, Issue 7
- 595-619 Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs
by Peter Løchte Jørgensen - 621-644 Volatility as an Asset Class: European Evidence
by Reinhold Hafner & Martin Wallmeier - 645-655 Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds
by T. R. J. Goodworth & C. M. Jones - 657-667 Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden
by Sven-Olov Daunfeldt - 669-687 Nonlinear Effects of Debt on Investment: Evidence from Dutch Listed Firms
by Hong Bo
2007, Volume 13, Issue 6
- 503-522 Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach
by Maik Eisenbeiss & Goran Kauermann & Willi Semmler - 523-544 Skew Brownian Motion and Pricing European Options
by T. R. A. Corns & S. E. Satchell - 545-564 A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates
by Snorre Lindset & Arne-Christian Lund - 565-593 Determinants of Leverage and Agency Problems: A Regression Approach with Survey Data
by Abe De Jong & Ronald Van Dijk
2007, Volume 13, Issue 5
- 397-404 Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors
by Kais Dachraoui & Georges Dionne - 405-439 Trading Activity, Trade Costs and Informed Trading for Acquisition Targets and Acquirers
by Lawrence Kryzanowski & Skander Lazrak - 441-458 Multivariate Shrinkage for Optimal Portfolio Weights
by Vasyl Golosnoy & Yarema Okhrin - 459-481 The Use of Collateral in Gross and Net Payment Systems
by Francisco J. Callado Munoz - 483-500 Who Transfers Credit Risk? Determinants of the Use of Credit Derivatives by Large US Banks
by Dawood Ashraf & Yener Altunbas & John Goddard
2007, Volume 13, Issue 4
- 301-318 Is Momentum Due to Data-snooping?
by Johan Parmler & Andres Gonzalez - 319-331 Cross-correlation Measures in the High-frequency Domain
by Ovidiu V. Precup & Giulia Iori - 333-352 The Economic Value of Advanced Time Series Methods for Modelling and Trading 10-year Government Bonds
by Christian L. Dunis & Vincent Morrison - 353-372 On the Numerical Evaluation of Option Prices in Jump Diffusion Processes
by Peter Carr & Anita Mayo - 373-395 Extreme Risk and Value-at-Risk in the German Stock Market
by Konstantinos Tolikas & Athanasios Koulakiotis & Richard A. Brown
2007, Volume 13, Issue 3
- 195-226 Deviations from Fundamentals in US and EU Stock Markets: A Comparative Analysis
by Leonardo Becchetti & Stefania Di Giacomo - 227-252 Conducting Event Studies on a Small Stock Exchange
by Jan Bartholdy & Dennis Olson & Paula Peare - 253-268 The Relevance of Accounting Data in the Measurement of Credit Risk
by Amer Demirovic & Dylan Thomas - 269-282 Discrete Variable Chain Graphical Modelling for Assessing the Effects of Fund Managers' Characteristics on Incentives Satisfaction and Size of Returns
by Frank Fabozzi & Omar Masood & Radu Tunaru - 283-298 A Comparison of Measures of Earnings Per Share
by Peter Casson & George Mckenzie
2007, Volume 13, Issue 2
- 105-122 Earning Forecast Error in US and European Stock Markets
by Michele Bagella & Leonardo Becchetti & Rocco Ciciretti - 123-143 Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000
by H. Semih Yildirim & George Philippatos - 145-158 Explaining the Cross-section of Stock Returns in France: Characteristics or Risk Factors?
by Souad Lajili-Jarjir - 159-164 A Note on the Predictability of UK Stock Returns
by David Lovatt & Andrew Boswell & Reza Noor - 165-179 Impact of Analysts' Recommendations on Stock Performance
by Valentyn Panchenko - 181-193 The Bank Lending Channel Transmission of Monetary Policy in the EMU: A Case Study of Portugal
by Candida Ferreira
2007, Volume 13, Issue 1
- 1-27 Sources of Predictability of European Stock Markets for High-technology Firms
by Christian Pierdzioch & Andrea Schertler - 29-63 Agency Problems and the Performance of Venture-backed IPOs in Germany: Exit Strategies, Lock-up Periods, and Bank Ownership
by Wolfgang Bessler & Andreas Kurth - 65-87 A Better Asymmetric Model of Changing Volatility in Stock and Exchange Rate Returns: Trend-GARCH
by Christian Bauer - 89-101 Stochastic Dominance Analysis of iShares
by Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt
2006, Volume 12, Issue 8
- 627-648 The Changing Roles of Industry and Country Effects in the Global Equity Markets
by Kate Phylaktis & Lichuan Xia - 649-669 Performance Evaluation, Portfolio Selection, and HARA Utility
by Wolfgang Breuer & Marc Gurtler - 671-692 Practitioners' Perspectives on the IPO Process and the Perils of Flotation
by Bruce Burton & Christine Helliar & David Power - 693-716 Capital Structure Dynamics in the UK and Continental Europe
by Gabrielle Wanzenried - 717-730 A Generalization of the Formulas for Options on the Maximum or the Minimum of Several Assets
by Snorre Lindset - 731-748 Stock Recommendations in Swedish Printed Media: Leading or Misleading?
by Erik Liden
2006, Volume 12, Issue 6-7
- 455-472 Extended switching regression models with time-varying probabilities for combining forecasts
by Arie Preminger & Uri Ben-Zion & David Wettstein - 473-494 Small sample properties of GARCH estimates and persistence
by Soosung Hwang & Pedro L. Valls Pereira - 495-512 Detecting market transitions and energy futures risk management using principal components
by Svetlana Borovkova - 513-528 Volatility of interest rates in the euro area: Evidence from high frequency data
by Nuno Cassola & Claudio Morana - 529-552 Return-based style analysis with time-varying exposures
by Laurens Swinkels & Pieter Van Der Sluis - 553-566 Extreme Value Estimation of Boom and Crash Statistics
by John Cotter - 567-582 Comovements and correlations in international stock markets
by Rita D'Ecclesia & Mauro Costantini - 583-603 Why Smiles Exist in Foreign Exchange Options Markets: Isolating Components of the Risk Neutral Process
by Robert Tompkins - 605-626 Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data
by Alvaro Veiga & Leonardo Souza
2006, Volume 12, Issue 5
- 379-400 Buybacks of domestic debt in public debt management
by Silvia Marchesi - 401-420 The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK
by Leo De Haan & Elmer Sterken - 421-448 Estimating the expropriation of minority shareholders: Results from a new empirical approach
by Jose Guedes & Gilberto Loureiro - 449-453 Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions
by Ercan Balaban & Charalambos Th. Constantinou
2006, Volume 12, Issue 4
- 283-301 An application of expert information to win betting on the Kentucky Derby, 1981-2005
by Roderick Bain & Donald Hausch & William Ziemba - 303-312 Using extreme value theory to estimate the likelihood of banking sector failure
by Hans Bystrom - 313-332 Asymmetry and downside risk in foreign exchange markets
by Shaun Bond & Stephen Satchell - 333-345 Bankruptcy law and financial structure: The impact of managerial incentives
by Ansgar Wohlschlegel - 347-360 Information costs and liquidity effects from changes in the FTSE 100 list
by Andros Gregoriou & Christos Ioannidis - 361-377 Which factors determine sovereign credit ratings?
by Constantin Mellios & Eric Paget-Blanc
2006, Volume 12, Issue 3
- 189-204 Timing and diversification: A state-dependent asset allocation approach
by Martin Hess - 205-216 Short-term Dynamics in the Cyprus Stock Exchange
by Gregory Koutmos & Andreas Pericli & Lenos Trigeorgis - 217-240 The determinants of Norwegian exporters' foreign exchange risk management
by Dick Davies & Christian Eckberg & Andrew Marshall - 241-263 Modelling multivariate moments in European Stock Markets
by Ignacio Mauleon - 265-282 Ownership structure and dividend policy: Evidence from Italian firms
by Luciana Mancinelli & Aydin Ozkan
2006, Volume 12, Issue 2
- 95-105 The Inverted-U hypothesis for the effect of uncertainty on investment: Evidence from UK firms
by Robert Lensink & Victor Murinde - 107-135 The Jarrow/Turnbull default risk model—Evidence from the German market
by Manfred Fruhwirth & Leopold Sogner - 137-152 Price resolution in an emerging market: Evidence from the Istanbul Stock Exchange
by G. Geoffrey Booth & Aydin Yuksel - 153-169 Measuring the liquidity impact on EMU government bond prices
by R. Jankowitsch & H. Mosenbacher & S. Pichler - 171-188 Forecasting stock market volatility: Further international evidence
by Ercan Balaban & Asli Bayar & Robert Faff
2006, Volume 12, Issue 1
- 1-22 The distribution of the extreme daily share returns in the Athens stock exchange
by Konstantinos Tolikas & Richard Brown - 23-32 Intertemporal stability of the European credit spread co-movement structure1
by Jan Annaert & Anouk Claes & Marc De Ceuster - 33-40 WACC and a generalized tax code
by Sven Husmann & Lutz Kruschwitz & Andreas Loffler - 41-59 Stochastic Volatility and GARCH: a Comparison Based on UK Stock Data
by Chiara Pederzoli - 61-75 Anatomy of Interim Disclosures During Bimodal Return Distributions
by Hannu Kahra & Antti Kanto & Hannu Schadewitz & Dallas Blevins - 77-94 Ownership structure and open market stock repurchases in France
by Edith Ginglinger & Jean-Francois L'her
2005, Volume 11, Issue 6
- 463-470 Technical analysis profitability when exchange rates are pegged: A note
by Bertrand Maillet & Thierry Michel - 471-491 Overconfidence in investment decisions: An experimental approach
by Dennis Dittrich & Werner Guth & Boris Maciejovsky - 493-509 Determinants of corporate debt securities in the Euro area
by Gabe De Bondt - 511-529 The negative news threshold—An explanation for negative skewness in stock returns
by Anders Ekholm & Daniel Pasternack - 531-548 An analysis of trading strategies in eleven European stock markets
by Suzanne Fifield & David Power & C. Donald Sinclair
2005, Volume 11, Issue 5
- 361-392 Hedge fund performance and persistence in bull and bear markets
by Daniel Capocci & Albert Corhay & Georges Hubner - 393-409 Simple and cross efficiency of CTAs using data envelopment analysis
by Greg Gregoriou & Fabrice Rouah & Stephen Satchell & Fernando Diz - 411-417 Hedge Fund Transparency
by James Hedges - 419-443 New test statistics for market timing with applications to emerging markets hedge funds
by Alessio Sancetta & Stephen Satchell - 445-462 Exploiting skewness to build an optimal hedge fund with a currency overlay
by C. J. Adcock
2005, Volume 11, Issue 4
- 297-308 Relative benchmark rating and persistence analysis: Evidence from Italian equity funds
by Roberto Casarin & Marco Lazzarin & Loriana Pelizzon & Domenico Sartore - 309-324 Market risk models for intraday data
by Pierre Giot - 325-337 Uncovering long memory in high frequency UK futures
by John Cotter