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Series handle: RePEc:eee:empfin
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Content
January 2009, Volume 16, Issue 1
December 2008, Volume 15, Issue 5
- 801-815 An inquiry into the economic fundamentals of the Fama and French equity factors
by Simpson, Marc W. & Ramchander, Sanjay
- 816-838 Specification tests of asset pricing models using excess returns
by Kan, Raymond & Robotti, Cesare
- 839-849 A comparison of trading and non-trading mechanisms for price discovery
by Barclay, Michael J. & Hendershott, Terrence
- 850-859 Robust performance hypothesis testing with the Sharpe ratio
by Ledoit, Oliver & Wolf, Michael
- 860-867 Regression analysis of proportions in finance with self selection
by Cook, Douglas O. & Kieschnick, Robert & McCullough, B.D.
- 868-877 Predicting tail-related risk measures: The consequences of using GARCH filters for non-GARCH data
by Jalal, Amine & Rockinger, Michael
- 878-896 A model-independent measure of aggregate idiosyncratic risk
by Bali, Turan G. & Cakici, Nusret & Levy, Haim
September 2008, Volume 15, Issue 4
- 583-612 Firm heterogeneity and credit risk diversification
by Hanson, Samuel G. & Pesaran, M. Hashem & Schuermann, Til
- 613-634 UK mutual fund performance: Skill or luck?
by Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall
- 635-655 Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option market
by Mahani, Reza S. & Poteshman, Allen M.
- 656-678 Determinants of bid and ask quotes and implications for the cost of trading
by Zhang, Michael Yuanjie & Russell, Jeffrey R. & Tsay, Ruey S.
- 679-699 Liquidity and conditional portfolio choice: A nonparametric investigation
by Ghysels, Eric & Pereira, João Pedro
- 700-713 Identifying multiple outliers in heavy-tailed distributions with an application to market crashes
by Schluter, Christian & Trede, Mark
- 714-728 Can exchange rate volatility explain persistence in the forward premium?
by Kellard, Neil & Sarantis, Nicholas
- 729-750 Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H.
- 751-777 Structural models of corporate bond pricing with maximum likelihood estimation
by Li, Ka Leung & Wong, Hoi Ying
- 778-788 Asset pricing models with errors-in-variables
by Carmichael, Benoît & Coën, Alain
- 789-798 Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
by Chen, Carl R. & Su, Yuli & Huang, Ying
June 2008, Volume 15, Issue 3
- 363-386 Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses
by Bange, Mary M. & Khang, Kenneth & Miller Jr., Thomas W.
- 387-417 Corruption and valuation of multinational corporations
by Pantzalis, Christos & Park, Jung Chul & Sutton, Ninon
- 418-435 Multiple directorships and corporate diversification
by Jiraporn, Pornsit & Kim, Young Sang & Davidson III, Wallace N.
- 436-454 Underpricing, ownership dispersion, and aftermarket liquidity of IPO stocks
by Zheng, Steven Xiaofan & Li, Mingsheng
- 455-467 Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP
by Menkhoff, Lukas & Rebitzky, Rafael R.
- 468-480 Economic and financial crises and the predictability of U.S. stock returns
by Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian
- 481-502 Time-series and cross-sectional excess comovement in stock indexes
by Kallberg, Jarl & Pasquariello, Paolo
- 503-517 A Bayesian view of temporary components in asset prices
by Eraker, Bjørn
- 518-532 Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
by Kim, Jae H. & Shamsuddin, Abul
- 533-548 Excess demand and price formation during a Walrasian auction
by Eaves, James & Melvin, Michael & Mohapatra, Sandeep
- 549-566 Box-Cox stochastic volatility models with heavy-tails and correlated errors
by Zhang, Xibin & King, Maxwell L.
- 567-581 Is long memory necessary? An empirical investigation of nonnegative interest rate processes
by Duan, Jin-Chuan & Jacobs, Kris
March 2008, Volume 15, Issue 2
- 145-166 Assessing the role of option grants to CEOs: How important is heterogeneity?
by Baranchuk, Nina & Chib, Siddhartha
- 167-184 Does risk aversion drive financial crises? Testing the predictive power of empirical indicators
by Coudert, Virginie & Gex, Mathieu
- 185-198 How does owners' exposure to idiosyncratic risk influence the capital structure of private companies?
by Mueller, Elisabeth
- 199-210 Does intraday technical analysis in the U.S. equity market have value?
by Marshall, Ben R. & Cahan, Rochester H. & Cahan, Jared M.
- 211-231 Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004
by Morel, Christophe & Teïletche, Jérôme
- 232-250 Noise trading and the price formation process
by Berkman, Henk & Koch, Paul D.
- 251-264 The factor structure of time-varying conditional volume
by Chang, Eric C. & Cheng, Joseph W. & Pinegar, J. Michael
- 265-286 Finite sample accuracy and choice of sampling frequency in integrated volatility estimation
by Nielsen, Morten Ørregaard & Frederiksen, Per
- 287-309 Increasing correlations or just fat tails?
by Campbell, Rachel A.J. & Forbes, Catherine S. & Koedijk, Kees G. & Kofman, Paul
- 310-331 Simulation-based pricing of convertible bonds
by Ammann, Manuel & Kind, Axel & Wilde, Christian
- 332-341 Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models
by Asai, Manabu
- 342-362 Estimation of an adaptive stock market model with heterogeneous agents
by Amilon, Henrik
January 2008, Volume 15, Issue 1
- 1-16 A functional approach to the price impact of stock trades and the implied true price
by Huang, Roger D. & Ting, Christopher
- 17-40 Why effective spreads on NASDAQ were higher than on the New York stock exchange in the 1990s
by Benston, George J. & Wood, Robert A.
- 41-63 Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution
by Choi, Pilsun & Nam, Kiseok
- 64-79 Volatility of stock price as predicted by patent data: An MGARCH perspective
by Chow, William W. & Fung, Michael K.
- 80-110 It takes a model to beat a model: Volatility bounds
by Liu, Ludan
- 111-130 The ordered qualitative model for credit rating transitions
by Feng, D. & Gourieroux, C. & Jasiak, J.
- 131-144 Volatility clustering and the bid-ask spread: Exchange rate behavior in early Renaissance Florence
by Booth, G. Geoffrey & Gurun, Umit G.
December 2007, Volume 14, Issue 5
- 590-610 Predictable behavior, profits, and attention
by Seasholes, Mark S. & Wu, Guojun
- 611-635 Is CEO certification of earnings numbers value-relevant?
by Bhattacharya, Utpal & Groznik, Peter & Haslem, Bruce
- 636-661 Order dynamics: Recent evidence from the NYSE
by Ellul, Andrew & Holden, Craig W. & Jain, Pankaj & Jennings, Robert
- 662-693 Rating mutual funds: Construction and information content of an investor-cost based rating of Danish mutual funds
by Bechmann, Ken L. & Rangvid, Jesper
- 694-717 Semiparametric estimation of a characteristic-based factor model of common stock returns
by Connor, Gregory & Linton, Oliver
- 718-735 Are ex[hyphen (true graphic)]day dividend clientele effects dead? Dividend yield versus dividend size
by Jakob, Keith J. & Ma, Tongshu
- 736-755 Are there Monday effects in stock returns: A stochastic dominance approach
by Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae
- 756-782 Modeling the Euro overnight rate
by Benito, Francis & Leon, Angel & Nave, Juan
- 783-817 Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables
by Lekkos, Ilias
- 818-835 A simulation estimator for testing the time homogeneity of credit rating transitions
by Kiefer, Nicholas M. & Larson, C. Erik
September 2007, Volume 14, Issue 4
- 443-464 International conditional asset allocation under specification uncertainty
by Barras, Laurent
- 465-498 International capital asset pricing: Evidence from options
by Mo, Henry & Wu, Liuren
- 499-522 Official interventions and the forward premium anomaly
by Mark, Nelson C. & Moh, Young-Kyu
- 523-545 Does the response of competitors to privatization announcements reflect competitive or industry-wide information effects? International evidence
by Otchere, Isaac
- 546-563 Indirect robust estimation of the short-term interest rate process
by Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio
- 564-583 Multivariate autoregressive modeling of time series count data using copulas
by Heinen, Andreas & Rengifo, Erick
June 2007, Volume 14, Issue 3
- 261-286 Sources of contrarian profits in the Japanese stock market
by Chou, Pin-Huang & Wei, K.C. John & Chung, Huimin
- 287-309 Are IPOs really overpriced?
by Zheng, Steven X.
- 310-332 When is inter-transaction time informative?
by Furfine, Craig
- 333-354 The implied volatility term structure of stock index options
by Mixon, Scott
- 355-382 The ex ante real rate and inflation premium under a habit consumption model
by Madureira, Leonardo
- 383-400 Portfolio selection with heavy tails
by Hyung, Namwon & de Vries, Casper G.
- 401-423 Measuring financial contagion: A Copula approach
by Rodriguez, Juan Carlos
- 424-442 Specification and estimation of discrete time quadratic stochastic volatility models
by Kawakatsu, Hiroyuki
March 2007, Volume 14, Issue 2
- 131-149 Bayesian inference for generalized linear mixed models of portfolio credit risk
by McNeil, Alexander J. & Wendin, Jonathan P.
- 150-167 Firm-level implications of early stage venture capital investment -- An empirical investigation
by Engel, Dirk & Keilbach, Max
- 168-195 On the premiums of iShares
by Delcoure, Natalya & Zhong, Maosen
- 196-219 The role of trades in price convergence: A study of dual-listed Canadian stocks
by Kaul, Aditya & Mehrotra, Vikas
- 220-247 Estimating the cross-sectional market response to an endogenous event: Naked vs. underwritten calls of convertible bonds
by Scruggs, John T.
- 248-259 Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long memory in return innovations
by Wu, Ping-Tsung & Shieh, Shwu-Jane
January 2007, Volume 14, Issue 1
October 2006, Volume 13, Issue 4-5
- 393-395 Introduction to the special issue on International Finance
by Palm, Franz C. & Werner, Ingrid M. & Wolff, Christian C.P.
- 396-416 Geographic versus industry diversification: Constraints matter
by Ehling, Paul & Ramos, Sofia B.
- 417-443 Sources of gains from international portfolio diversification
by Campa, Jose Manuel & Fernandes, Nuno
- 444-461 Local risk factors in emerging markets: Are they separately priced?
by Carrieri, Francesca & Errunza, Vihang & Majerbi, Basma
- 462-494 Non-synchronous trading and testing for market integration in Central European emerging markets
by Schotman, Peter C. & Zalewska, Anna
- 495-518 Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms
by Muller, Aline & Verschoor, Willem F.C.
- 519-549 The impact of the introduction of the Euro on foreign exchange rate risk exposures
by Bartram, Sohnke M. & Karolyi, G. Andrew
- 550-576 Measuring the economic importance of exchange rate exposure
by Doidge, Craig & Griffin, John & Williamson, Rohan
June 2006, Volume 13, Issue 3
- 249-273 Timing and selectivity of mutual fund managers: An empirical test of the behavioral decision-making theory
by Prather, Larry J. & Middleton, Karen L.
- 274-315 Instability of return prediction models
by Paye, Bradley S. & Timmermann, Allan
- 316-350 Stock market development and internationalization: Do economic fundamentals spur both similarly?
by Claessens, Stijn & Klingebiel, Daniela & Schmukler, Sergio L.
- 351-370 Propensity score matching and abnormal performance after seasoned equity offerings
by Li, Xianghong & Zhao, Xinlei
- 371-388 House prices and rents: An equilibrium asset pricing approach
by Ayuso, Juan & Restoy, Fernando
- 389-391 Note from the Editor, Wayne E. Ferson on Shanken, Jay and Mark I. Weinstein, Economic Forces and the Stock Market Revisited, Journal of Empirical Finance 13, Issue 2, 2006, 129-144
by Ferson, Wayne E.
March 2006, Volume 13, Issue 2
- 129-144 Economic forces and the stock market revisited
by Shanken, Jay & Weinstein, Mark I.
- 145-182 Manager education and mutual fund performance
by Gottesman, Aron A. & Morey, Matthew R.
- 183-202 Interpreting the predictive power of the consumption-wealth ratio
by Hahn, Jaehoon & Lee, Hangyong
- 203-230 Volatility estimation via hidden Markov models
by Rossi, Alessandro & Gallo, Giampiero M.
- 231-247 In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
by Rapach, David E. & Wohar, Mark E.
January 2006, Volume 13, Issue 1
- 1-23 Are investors moonstruck? Lunar phases and stock returns
by Yuan, Kathy & Zheng, Lu & Zhu, Qiaoqiao
- 24-48 Momentum and mean reversion across national equity markets
by Balvers, Ronald J. & Wu, Yangru
- 49-78 The implications of IPO underpricing for the firm and insiders: Tests of asymmetric information theories
by Kennedy, Duane B. & Sivakumar, Ranjini & Vetzal, Kenneth R.
- 79-112 Information content and other characteristics of the daily cross-sectional dispersion in stock returns
by Connolly, Robert & Stivers, Chris
- 113-128 A re-examination of the asymmetric power ARCH model
by Karanasos, Menelaos & Kim, Jinki
December 2005, Volume 12, Issue 5
- 613-628 Testing forward rate unbiasedness allowing for persistent regressors
by Liu, Wei & Maynard, Alex
- 629-649 Entry, exit and trading profits: A look at the trading strategies of a proprietary trading team
by Garvey, Ryan & Murphy, Anthony
- 650-665 The relationship between stock returns and volatility in international stock markets
by Li, Qi & Yang, Jian & Hsiao, Cheng & Chang, Young-Jae
- 666-685 Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness
by Hueng, C. James & McDonald, James B.
September 2005, Volume 12, Issue 4
June 2005, Volume 12, Issue 3
- 353-373 Index futures arbitrage before and after the introduction of sixteenths on the NYSE
by Henker, Thomas & Martens, Martin
- 374-417 Equilibrium analysis of volatility clustering
by Vanden, Joel M.
- 418-434 Regime shifts in interest rate volatility
by Sun, Licheng
- 435-444 The relationship between stock returns and inflation: new evidence from wavelet analysis
by Kim, Sangbae & In, Francis
- 445-475 Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements
by Koopman, Siem Jan & Jungbacker, Borus & Hol, Eugenie
- 476-489 Testing for contagion: a conditional correlation analysis
by Caporale, Guglielmo Maria & Cipollini, Andrea & Spagnolo, Nicola
- 490-509 STAR and ANN models: forecasting performance on the Spanish "Ibex-35" stock index
by Perez-Rodriguez, Jorge V. & Torra, Salvador & Andrada-Felix, Julian
March 2005, Volume 12, Issue 2
- 219-238 Index futures and positive feedback trading: evidence from major stock exchanges
by Antoniou, Antonios & Koutmos, Gregory & Pericli, Andreas
- 239-268 The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq
by Loderer, Claudio & Roth, Lukas
- 269-290 Price limit performance: evidence from transactions data and the limit order book
by Chan, Soon Huat & Kim, Kenneth A. & Rhee, S. Ghon
- 291-316 Winter blues and time variation in the price of risk
by Garrett, Ian & Kamstra, Mark J. & Kramer, Lisa A.
- 317-338 Trading volume and contract rollover in futures contracts
by Holmes, Phil & Rougier, Jonathan
- 339-352 A comparison of extreme value theory approaches for determining value at risk
by Brooks, C. & Clare, A.D. & Dalle Molle, J.W. & Persand, G.
January 2005, Volume 12, Issue 1
- 1-41 The econometrics of efficient portfolios
by Gourieroux, C. & Monfort, A.
- 43-76 Chasing trends: recursive moving average trading rules and internet stocks
by Fong, Wai Mun & Yong, Lawrence H. M.
- 77-98 Testing dividend signaling models
by Bernhardt, Dan & Douglas, Alan & Robertson, Fiona
- 99-125 Foreign acquisitions by UK limited companies: short- and long-run performance
by Gregory, Alan & McCorriston, Steve
- 127-137 Yet another look at mutual fund tournaments
by Goriaev, Alexei & Nijman, Theo E. & Werker, Bas J. M.
- 139-164 Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
by Grammig, Joachim & Melvin, Michael & Schlag, Christian
- 165-185 Measuring tail thickness under GARCH and an application to extreme exchange rate changes
by Wagner, Niklas & Marsh, Terry A.
- 187-215 European exchange rate volatility dynamics: an empirical investigation
by Malik, Ali Khalil
- 217-217 Corrigendum to "Mean reversion of industry stock returns in the U.S., 1926-1998" [J. Empir. Finance 11 (2004) 537-551]
by Gropp, Jeffrey
December 2004, Volume 11, Issue 5
- 629-658 Structural change and long-range dependence in volatility of exchange rates: either, neither or both?
by Morana, Claudio & Beltratti, Andrea
- 659-680 The rise in comovement across national stock markets: market integration or IT bubble?
by Brooks, Robin & Del Negro, Marco
- 681-694 Analysis of intraday herding behavior among the sector ETFs
by Gleason, Kimberly C. & Mathur, Ike & Peterson, Mark A.
- 695-708 The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach
by Mazouz, Khelifa
- 709-731 The price adjustment and lead-lag relations between stock returns: microstructure evidence from the Taiwan stock market
by Chiao, Chaoshin & Hung, Ken & Lee, Cheng F.
September 2004, Volume 11, Issue 4
- 423-427 Introduction to the special issue on behavioral finance
by De Bondt, Werner & Palm, Franz & Wolff, Christian
- 429-459 Return momentum and global portfolio allocations
by Bange, Mary M. & Miller, Thomas Jr.
- 461-481 Do countries or industries explain momentum in Europe?
by Nijman, Theo & Swinkels, Laurens & Verbeek, Marno
- 483-507 Style momentum within the S&P-500 index
by Chen, Hsiu-Lang & De Bondt, Werner
- 509-536 Momentum strategies: some bootstrap tests
by Karolyi, G. Andrew & Kho, Bong-Chan
- 537-551 Mean reversion of industry stock returns in the U.S., 1926-1998
by Gropp, Jeffrey
- 553-584 Predictability of short-horizon returns in international equity markets
by Patro, Dilip K. & Wu, Yangru
- 585-616 Market stress and herding
by Hwang, Soosung & Salmon, Mark
- 617-626 Are forecasts of corporate profits rational? A note and further evidence
by El-Galfy, Ahmed M. & Forbes, William P.
- 627-628 Corrigendum to "Investor sentiment and the near-term stock market" [J. Empirical Finance 11 (2004) 1-27]
by Brown, Gregory W. & Cliff, Michael T.
June 2004, Volume 11, Issue 3
March 2004, Volume 11, Issue 2
- 163-184 An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
by Spierdijk, Laura
- 185-202 Industry momentum strategies and autocorrelations in stock returns
by Pan, Ming-Shiun & Liano, Kartono & Huang, Gow-Cheng
- 203-230 Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework
by Perron, Pierre & Vodounou, Cosme
- 231-246 Pre-holiday effect, large trades and small investor behaviour
by Meneu, Vicente & Pardo, Angel
- 247-275 Small levels of predictability and large economic gains
by Xu, Yexiao
- 277-308 Kalman filtering of consistent forward rate curves: a tool to estimate and model dynamically the term structure
by De Rossi, Giuliano
January 2004, Volume 11, Issue 1
- 1-27 Investor sentiment and the near-term stock market
by Brown, Gregory W. & Cliff, Michael T.
- 29-53 Evaluating style analysis
by ter Horst, Jenke R. & Nijman, Theo E. & de Roon, Frans A.
- 55-89 Analysis of hedge fund performance
by Capocci, Daniel & Hubner, Georges
- 91-107 Are scientific indicators of patent quality useful to investors?
by Hirschey, Mark & Richardson, Vernon J.
- 109-132 Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance
by Ahn, Seung C. & Gadarowski, Christopher
- 133-161 Option pricing with discrete rebalancing
by Prigent, Jean-Luc & Renault, Olivier & Scaillet, Olivier
December 2003, Volume 10, Issue 5
- 533-558 Measuring and modeling systematic risk in factor pricing models using high-frequency data
by Bollerslev, Tim & Zhang, Benjamin Y. B.
- 559-581 Testing for differences in the tails of stock-market returns
by Jondeau, Eric & Rockinger, Michael
- 583-601 A Bayesian analysis of a variance decomposition for stock returns
by Hollifield, Burton & Koop, Gary & Li, Kai
- 603-621 Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
by Ledoit, Olivier & Wolf, Michael
- 623-640 Nonlinear prediction of exchange rates with monetary fundamentals
by Qi, Min & Wu, Yangru
- 641-660 Central bank interventions and jumps in double long memory models of daily exchange rates
by Beine, Michel & Laurent, Sebastien
- 661-681 Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms
by de Haan, Leo & Hinloopen, Jeroen
September 2003, Volume 10, Issue 4
- 399-425 A nonparametric test of market timing
by Jiang, Wei
- 427-454 Predicting emerging market currency crashes
by Kumar, Mohan & Moorthy, Uma & Perraudin, William
- 455-477 Disturbing extremal behavior of spot rate dynamics
by Bali, Turan G. & Neftci, Salih N.
- 479-503 Volatility clustering in monthly stock returns
by Jacobsen, Ben & Dannenburg, Dennis
- 505-531 Univariate and multivariate stochastic volatility models: estimation and diagnostics
by Liesenfeld, Roman & Richard, Jean-Francois
May 2003, Volume 10, Issue 3
- 249-269 Trading activity and stock price volatility: evidence from the London Stock Exchange
by Huang, Roger D. & Masulis, Ronald W.
- 271-303 Stock splits: implications for investor trading costs
by Gray, Stephen F. & Smith, Tom & Whaley, Robert E.
- 305-320 How much do locals contribute to the price discovery process?
by Fong, Kingsley & Zurbruegg, Ralf
- 321-353 Realized volatility in the futures markets
by Thomakos, Dimitrios D. & Wang, Tao
- 355-371 A Bayesian analysis of dual trader informativeness in futures markets
by Chakravarty, Sugato & Li, Kai
- 373-397 Robust GMM analysis of models for the short rate process
by Dell'Aquila, Rosario & Ronchetti, Elvezio & Trojani, Fabio
February 2003, Volume 10, Issue 1-2
- 3-56 Emerging markets finance
by Bekaert, Geert & Harvey, Campbell R.
- 57-80 Diversification benefits of emerging markets subject to portfolio constraints
by Li, Kai & Sarkar, Asani & Wang, Zhenyu
- 81-103 A simple measure of the intensity of capital controls
by Edison, Hali J. & Warnock, Francis E.
- 105-132 Stock selection strategies in emerging markets
by van der Hart, Jaap & Slagter, Erica & van Dijk, Dick
- 133-168 The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange
by Cho, David D. & Russell, Jeffrey & Tiao, George C. & Tsay, Ruey
- 169-198 Emerging markets and trading costs: lessons from Casablanca
by Ghysels, Eric & Cherkaoui, Mouna
- 199-216 Resolution of corporate distress in East Asia
by Claessens, Stijn & Djankov, Simeon & Klapper, Leora
- 217-248 Income inequality: the aftermath of stock market liberalization in emerging markets
by Das, Mitali & Mohapatra, Sanket
December 2002, Volume 9, Issue 5
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