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Content
2015, Volume 12, Issue C
- 58-66 Weakening the Gain–Loss-Ratio measure to make it stronger
by Voelzke, Jan
- 67-76 Stochastic volatility and leverage: Application to a panel of S&P500 stocks
by Ozturk, Serda Selin & Richard, Jean-Francois
- 77-91 Long memory and the relation between options and stock prices
by Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih
- 92-99 Time variation in the relative importance of permanent and transitory components in the U.S. housing market
by Kishor, N. Kundan & Kumari, Swati & Song, Suyong
- 100-108 Currency competition between the dollar and euro: Evidence from exchange rate behaviors
by Eun, Cheol S. & Kim, Soo-Hyun & Lee, Kyuseok
- 109-116 Estimating the effect of entrenched boards on firm value using geographic identification
by Chintrakarn, Pandej & Jiraporn, Pornsit & Tong, Shenghui & Chatjuthamard, Pattanaporn
- 117-133 Conditional Sharpe Ratios
by Chow, Victor & Lai, Christine W.
2014, Volume 11, Issue 4
- 319-325 Can analysts predict rallies better than crashes?
by Medovikov, Ivan
- 326-331 Insurance demand and first-order risk increases under (μ,σ)-preferences revisited
by Eichner, Thomas & Wagener, Andreas
- 332-340 Hedging house price risk with futures contracts after the bubble burst
by Schorno, Patrick J. & Swidler, Steve M. & Wittry, Michael D.
- 341-348 Is gold a safe haven against equity market investment in emerging and developing countries?
by Gürgün, Gözde & Ünalmış, İbrahim
- 349-361 Reward for failure and executive compensation in institutional investors
by Loyola, Gino & Portilla, Yolanda
- 362-368 Sell in May and Go Away: Evidence from China
by Guo, Biao & Luo, Xingguo & Zhang, Ziding
- 369-374 Investing in gold: Individual asset risk in the long run
by Michis, Antonis A.
- 375-384 A sovereign risk index for the Eurozone based on stochastic dominance
by Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis
- 385-397 The structure of equity markets across countries: Scarcity and stock valuations
by Braun, Matías
- 398-409 Macroeconomic conditions and a firm’s investment decisions
by Jeon, Haejun & Nishihara, Michi
- 410-419 Constructing a financial fragility index for emerging countries
by Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk
- 420-428 Overnight information flow and realized volatility forecasting
by Todorova, Neda & Souček, Michael
- 429-436 Optimal portfolio choice for investors with industry-specific labor income risks
by Tsai, Hui-Ju & Wu, Yangru
- 437-445 A sequential pricing framework for corporate securities: The case of rating-trigger step-up/-down bonds
by Bank, Matthias & Kupfer, Alexander
- 446-453 European business cycles and stock return predictability
by Zhu, Yanjian & Zhu, Xiaoneng
- 454-462 Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
by Onan, Mustafa & Salih, Aslihan & Yasar, Burze
- 463-469 Do investors hold that they know? Impact of familiarity bias on investor’s reluctance to realize losses: Experimental approach
by Bulipopova, Ekaterina & Zhdanov, Vladislav & Simonov, Artem
2014, Volume 11, Issue 3
- 183-193 Computing present values: Capital budgeting done correctly
by Jarrow, Robert
- 194-202 Improved method for static replication under the CEV model
by Tsai, Wei-Che
- 203-212 Unconventional monetary policies and the corporate bond market
by Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela
- 213-218 Foreign exchange customers and dealers: Who’s driving whom?
by Gradojevic, Nikola
- 219-223 Insurance demand and first order risk increases under (μ,σ)-preferences
by Bonilla, Claudio A. & Ruiz, Jose L.
- 224-230 Credit risk assessment of fixed income portfolios using explicit expressions
by Pagnoncelli, Bernardo K. & Cifuentes, Arturo
- 231-237 The bond–stock mix under time-varying interest rates and predictable stock returns
by Leirvik, Thomas
- 238-246 Stabilizing the market with short sale constraint? New evidence from price jump activities
by Yeh, Jin-Huei & Chen, Lien-Chuan
- 247-253 Explaining breakdowns in interbank lending: A bilateral bargaining model
by Vollmer, Uwe & Wiese, Harald
- 254-258 Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era
by Chionis, Dionysios & Pragidis, Ioannis & Schizas, Panagiotis
- 259-271 Bankruptcy risk induced by career concerns of regulators
by Cole, John A. & Cadogan, Godfrey
- 272-281 The influence of moral hazard on investment in financially constrained and unconstrained firms
by Keefe, Michael O’Connor & Kieschnick, Robert
- 282-288 A new strategy using term-structure dynamics of commodity futures
by Kim, Soo-Hyun & Kang, Hyoung-Goo
- 289-294 The effect of CEO luck on the informativeness of stock prices: Do lucky CEOs improve stock price informativeness?
by Chintrakarn, Pandej & Jiraporn, Pornsit & Jiraporn, Napatsorn
- 295-302 Shortage function and portfolio selection: On some special cases and extensions
by Briec, Walter & Oms, Laurence & Paget-Blanc, Eric
- 303-317 The value premium, aggregate risk innovations, and average stock returns
by Lindaas, Knut F. & Simlai, Prodosh
2014, Volume 11, Issue 2
- 64-73 Overconfidence, risk perception and the risk-taking behavior of finance professionals
by Broihanne, M.H. & Merli, M. & Roger, P.
- 74-83 The cost of firms’ debt financing and the global financial crisis
by Pianeselli, Daniele & Zaghini, Andrea
- 84-90 Board directors’ preferences – What are good aggregation rules?
by Duran, Mihael
- 91-103 Upfront versus rating contingent fees: Implications for rating quality
by Ozerturk, Saltuk
- 104-111 Gender heterogeneity in the sell-side analyst recommendation issuing process
by Bosquet, Katrien & de Goeij, Peter & Smedts, Kristien
- 112-121 Are stock markets really so inefficient? The case of the “Halloween Indicator”
by Dichtl, Hubert & Drobetz, Wolfgang
- 122-130 News sentiment and the investor fear gauge
by Smales, Lee A.
- 131-139 Contagion effect on bond portfolio risk measures in a hybrid credit risk model
by Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy
- 140-152 The relationship with REITs and bank loans: Capital structure perspectives
by Hung, Chih-Hsing & Chen, Ming-Chi & Lin, Wen-Yuan
- 153-160 Investors’ aspirations and portfolio performance
by Magron, Camille
- 161-172 Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model
by Chen, Son-Nan & Chiang, Mi-Hsiu & Hsu, Pao-Peng & Li, Chang-Yi
- 173-182 Testing excess returns on event days: Log returns vs. dollar returns
by Duarte-Silva, Tiago & Tripolski Kimel, Maria
2014, Volume 11, Issue 1
- 1-7 GDP growth and the yield curvature
by Møller, Stig V.
- 8-15 The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default
by Spencer, Peter
- 16-24 Optimal multi-period consumption and investment with short-sale constraints
by Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç
- 25-35 On the investment–uncertainty relationship: A game theoretic real option approach
by Lukas, Elmar & Welling, Andreas
- 36-46 Country world betas: The link between the stock market beta and macroeconomic beta
by Ülkü, Numan & Baker, Saleh
- 47-53 Internal capital market studies in empirical banking: Biases due to usage of assets instead of risk capital?
by Glaser, Markus & Riepe, Jan
- 54-62 Estimation accuracy of high–low spread estimator
by Lin, Chien-Chih
2013, Volume 10, Issue 4
- 151-156 The zero-lower bound on interest rates: Myth or reality?
by Jarrow, Robert A.
- 157-168 Operational risk and equity prices
by Shafer, Michael & Yildirim, Yildiray
- 169-174 The effect of corporate governance on CEO luck: Evidence from the Institutional Shareholder Services (ISS)
by Chintrakarn, Pandej & Jiraporn, Pornsit & Kim, J.C.
- 175-183 Insured uncovered interest parity
by Tse, Yiuman & Wald, John K.
- 184-195 Dividend sensitivity to economic factors, stock valuation, and long-run risk
by Bergeron, Claude
- 196-208 Performance hypothesis testing with the Sharpe ratio: The case of hedge funds
by Auer, Benjamin R. & Schuhmacher, Frank
2013, Volume 10, Issue 3
- 103-109 Development and freedom as risk management
by Chowdhry, Bhagwan & Roll, Richard & Saxena, Konark
- 110-115 Histogram-based prediction of directional price relatives
by Roch, Oriol
- 116-123 Information risk and credit contagion
by Huang, Alex YiHou & Cheng, Chiao-Ming
- 124-130 Optimal capital structure and the impact of time-to-build
by Agliardi, Elettra & Koussis, Nicos
- 131-141 Leverage vs. feedback: Which Effect drives the oil market?
by Aboura, Sofiane & Chevallier, Julien
- 142-150 Mean–variance dominant trading strategies
by Galvani, Valentina & Gubellini, Stefano
2013, Volume 10, Issue 2
- 50-57 Asset pricing with skewed-normal return
by Carmichael, Benoıˆt & Coën, Alain
- 58-71 Transfer of information by an informed trader
by Dev, Pritha
- 72-81 Composition of robust equity portfolios
by Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J.
- 82-92 The over-optimism of financial analysts and the long-run performance of firms following private placements of equity
by Lin, Wen-Chun & Chang, Shao-Chi & Chen, Sheng-Syan & Liao, Tsai-Ling
- 93-101 Simulated testing of nonparametric measure changes for hedging European options
by Smith, Godfrey
2013, Volume 10, Issue 1
- 1-11 A value premium without operating leverage
by Guthrie, Graeme
- 12-16 Divergence in credit ratings
by Rablen, Matthew D.
- 17-26 Superconvergence of the finite element solutions of the Black–Scholes equation
by Golbabai, A. & Ballestra, L.V. & Ahmadian, D.
- 27-33 Assessing the profitability of intraday opening range breakout strategies
by Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian
- 34-40 Time varying stock return predictability: Evidence from US sectors
by Guidolin, Massimo & McMillan, David G. & Wohar, Mark E.
- 41-48 A generalised arbitrage-free Nelson–Siegel model: The impact of unspanned stochastic volatility
by Chen, Rui & Du, Ke
2012, Volume 9, Issue 4
- 183-193 The real effects of delisting: Evidence from a regression discontinuity design
by Bakke, Tor-Erik & Jens, Candace E. & Whited, Toni M.
- 194-201 The relationship between reciprocal currency futures prices
by Bick, Avi
- 202-212 Spatial modeling of stock market comovements
by Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G.
- 213-219 GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case
by Simonato, Jean-Guy
- 220-230 Hard assets: The returns on rare diamonds and gems
by Renneboog, Luc & Spaenjers, Christophe
- 231-237 Empirical bias in intraday volatility measures
by Fang, Yan & Ielpo, Florian & Sévi, Benoît
2012, Volume 9, Issue 3
- 111-120 Auctions vs. negotiations in takeovers with initial stakes
by Loyola, Gino
- 121-134 Robust estimation of covariance and its application to portfolio optimization
by Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi
- 135-143 Discrete time hedging with liquidity risk
by Ku, Hyejin & Lee, Kiseop & Zhu, Huaiping
- 144-156 Option pricing and ARCH processes
by Zumbach, Gilles
- 157-166 Can dual-currency sovereign CDS predict exchange rate returns?
by Pu, Xiaoling & Zhang, Jianing
- 167-175 Measuring economic uncertainty and its impact on the stock market
by Dzielinski, Michal
- 176-181 Barrier option pricing for exchange rates under the Levy–HJM processes
by Hsu, Pao-Peng & Chen, Ying-Hsiu
2012, Volume 9, Issue 2
- 58-62 Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory
by Jarrow, Robert & Protter, Philip
- 63-72 Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data
by Rieger, Marc Oliver & Wang, Mei
- 73-80 Rational expectations equilibrium with transaction costs in financial markets
by Chong, Zhiwei
- 81-91 Some curious power properties of long-horizon tests
by Hjalmarsson, Erik
- 92-102 Butterfly effect: The US real estate market downturn and the Asian recession
by Xue, Yi & He, Yin & Shao, Xinjian
- 103-110 Google Internet search activity and volatility prediction in the market for foreign currency
by Smith, Geoffrey Peter
2012, Volume 9, Issue 1
- 1-7 Risk aversion under preference uncertainty
by Kräussl, Roman & Lucas, André & Siegmann, Arjen
- 8-20 Foreign exposure through domestic equities
by Cai, Fang & Warnock, Francis E.
- 21-28 Wealth dynamics and a bias toward momentum trading
by LeBaron, Blake
- 29-35 Negotiating M&As under uncertainty: The influence of managerial flexibility on the first-mover advantage
by Lukas, Elmar & Welling, Andreas
- 36-47 Investor sentiment and stock returns: Wenchuan Earthquake
by Shan, Liwei & Gong, Stephen X.
- 48-56 A jump-diffusion approach to modelling vulnerable option pricing
by Xu, Weidong & Xu, Weijun & Li, Hongyi & Xiao, Weilin
2011, Volume 8, Issue 4
- 171-179 Housing prices and the optimal time-on-the-market decision
by İnaltekin, Hazer & Jarrow, Robert A. & Sağlam, Mehmet & Yıldırım, Yıldıray
- 180-187 Insider rates versus outsider rates in lending
by Black, Lamont K.
- 188-195 Corporate risk management and dividend signaling theory
by Dionne, Georges & Ouederni, Karima
- 196-205 Nonparametric estimation and testing of stochastic discount factor
by Fang, Ying & Ren, Yu & Yuan, Yufei
- 206-212 Fast approximations of bond option prices under CKLS models
by Tangman, D.Y. & Thakoor, N. & Dookhitram, K. & Bhuruth, M.
- 213-219 CAPM option pricing
by Husmann, Sven & Todorova, Neda
- 220-226 Computing American option prices in the lognormal jump–diffusion framework with a Markov chain
by Simonato, Jean-Guy
September 2011, Volume 8, Issue 3
- 112-119 Measuring price discovery: The variance ratio, the R2, and the weighted price contribution
by Jos, van Bommel
- 120-131 Gold and the US dollar: Hedge or haven?
by Mark, Joy
- 132-145 Endogenous leverage and expected stock returns
by Johnson, T.C. & Chebonenko, T. & Cunha, I. & D'Almeida, F. & Spencer, X.
- 146-157 Cross hedging single stock with American Depositary Receipt and stock index futures
by Lee, Hsiang-Tai & Tsang, Wei-Lun
- 158-162 The random-walk behavior of the Euro exchange rate
by Chortareas, Georgios & Jiang, Ying & Nankervis, John C.
- 163-170 The chicken or the egg? A note on the dynamic interrelation between government bond spreads and credit default swaps
by Delis, Manthos D. & Mylonidis, Nikolaos
June 2011, Volume 8, Issue 2
- 52-58 A note on reward-risk portfolio selection and two-fund separation
by De Giorgi, Enrico & Hens, Thorsten & Mayer, Janos
- 59-68 Value at Risk and Expected Shortfall for large portfolios
by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt
- 69-76 Financial volatility forecasting with range-based autoregressive volatility model
by Li, Hongquan & Hong, Yongmiao
- 77-87 Robust estimation of skewness and kurtosis in distributions with infinite higher moments
by Bonato, Matteo
- 88-100 A note on operating leverage and expected rates of return
by Guthrie, Graeme
- 101-109 A note on the predictability of excess bond returns and regime shifts
by Zhu, Xiaoneng
March 2011, Volume 8, Issue 1
- 2-7 Credit market equilibrium theory and evidence: Revisiting the structural versus reduced form credit risk model debate
by Jarrow, Robert A.
- 8-14 The critical stock price for the American put option
by Chung, Y. Peter & Johnson, Herb & Polimenis, Vassilis
- 15-20 Extendible options: The general case
by Chung, Y. Peter & Johnson, Herb
- 21-27 Testing the managerial timing ability: Evidence from stock repurchases in Japan
by Ishikawa, Masaya & Takahashi, Hidetomo
- 28-36 Optimal capital structure and investment options in finite horizon
by Agliardi, Elettra & Koussis, Nicos
- 37-44 Liquidity constraints and occupational choice
by Giannetti, Mariassunta
- 45-50 On European monetary integration and the persistence of real effective exchange rates
by Kruse, Robinson
December 2010, Volume 7, Issue 4
- 193-201 Informed lending as a deterrent to predation
by Marquez, Robert
- 202-213 Investment commitment and the valuation of underwriting agreements for rights issues
by Anjos, Fernando
- 214-223 Does the weather affect stock market volatility?
by Symeonidis, Lazaros & Daskalakis, George & Markellos, Raphael N.
- 224-231 Robust general equilibrium under stochastic volatility model
by Xu, Weidong & Wu, Chongfeng & Li, Hongyi
- 232-237 Risk-shifting and investment asymmetry
by Eisdorfer, Assaf
- 238-245 Do tax benefits conferred to Sub-S banks affect their deposit or loan rates?
by Depken II, Craig A. & Hollans, Harris & Swidler, Steve
September 2010, Volume 7, Issue 3
- 135-139 Understanding the risk of leveraged ETFs
by Jarrow, Robert A.
- 140-147 A random effects ordered probit model for rating migrations
by Alsakka, Rasha & ap Gwilym, Owain
- 148-162 Modeling the contemporaneous duration dependence for high-frequency stock prices
by Chu, Ba & Voia, Marcel
- 163-169 Fluctuation dynamics in US interest rates and the role of monetary policy
by Cajueiro, Daniel O. & Tabak, Benjamin M.
- 170-177 A note on wealth effect under CARA utility
by Makarov, Dmitry & Schornick, Astrid V.
- 178-183 Applying a factor copula to value basket credit linked notes with issuer default risk
by Wu, Po-Cheng
- 184-191 Correcting microstructure comovement biases for integrated covariance
by Yeh, Jin-Huei & Wang, Jying-Nan
June 2010, Volume 7, Issue 2
- 72-79 A simple robust model for Cat bond valuation
by Jarrow, Robert A.
- 80-85 Does firm heterogeneity lead to differences in relative executive compensation?
by Albuquerque, Ana
- 86-97 Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations
by Haas, Markus
- 98-102 Some properties of subjective probabilities induced by optimal expectations
by Iwaki, Hideki & Osaki, Yusuke
- 103-109 A regime-switching term structure model with observable state variables
by Ferland, René & Gauthier, Geneviève & Lalancette, Simon
- 110-118 On a variational formulation used in credit risk modeling
by Pacelli, Graziella & Ballestra, Luca Vincenzo
- 119-126 Financial distress, information asymmetry, and syndicate structure: Evidence from Japanese borrowers
by Lee, Sang Whi & Kwag, Seung-Woog (Austin) & Mullineaux, Donald J. & Park, Kwangwoo
- 127-134 Corporate governance and leverage: Evidence from a natural experiment
by Arping, Stefan & Sautner, Zacharias
March 2010, Volume 7, Issue 1
- 1-1 Editorial for Challenge
by Gençay, Ramo & Yaron, Amir & Hackbarth, Dirk & Eisfeldt, Andrea
- 2-7 The leverage of hedge funds
by Titman, Sheridan
- 8-13 Hedging in a HJM model
by Jarrow, Robert A.
- 14-23 A simulation-based algorithm for American executive stock option valuation
by León, Angel & Vaello-Sebastià, Antoni
- 24-28 Martingalized historical approach for option pricing
by Chorro, C. & Guégan, D. & Ielpo, F.
- 29-38 Seasoned equity offerings, repurchases, and deviations from optimal CEO ownership
by Tong, Zhenxu
- 39-52 Target leverage and the costs of issuing seasoned equity
by Lyandres, Evgeny
- 53-59 Market symmetry in time-changed Brownian models
by Fajardo, José & Mordecki, Ernesto
- 60-69 Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
by Honda, Tetsuhiro & Tamaki, Kenichiro & Shiohama, Takayuki
December 2009, Volume 6, Issue 4
- 187-201 Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment
by Avdjiev, Stefan & Zeng, Zheng
- 202-209 Extreme return-volume dependence in East-Asian stock markets: A copula approach
by Ning, Cathy & Wirjanto, Tony S.
- 210-218 Value or volume strategy?
by Li, Ming-Yuan Leon
- 219-229 Empirical tests of the float-adjusted return model
by Zhang, Feng & Tian, Yao & Wirjanto, Tony S.
- 230-235 The euro area stock market channel: Does one size fit all?
by Sondermann, David & Bohl, Martin T. & Siklos, Pierre L.
- 236-241 The impact of switching costs on vendor financing
by Martin Boyer, M. & Gobert, Karine
- 242-249 European monetary integration and persistance of real exchange rates
by Gadea, Maria Dolores & Gracia, Ana Belen
September 2009, Volume 6, Issue 3
- 115-121 A test of the widespread-point-shaving theory
by Borghesi, Richard & Dare, William
- 122-129 Options on portfolios with higher-order moments
by Bhandari, Rishabh & Das, Sanjiv R.
- 130-137 Bivariate mixed normal GARCH models and out-of-sample hedge performances
by Chung, Sang-Kuck
- 138-151 Analytical Value-at-Risk and Expected Shortfall under regime-switching
by Taamouti, Abderrahim
- 152-158 Do firms' earnings management practices affect their equity liquidity?
by Chung, Huimin & Sheu, Her-Jiun & Wang, Juo-Lien
- 159-170 Do IPO index portfolios improve the investment opportunities for mean-variance investors?
by Chen, Hsuan-Chi & Ho, Keng-Yu
- 171-178 Degrees-of-freedom problem and implied cost of equity capital
by Kryzanowski, Lawrence & Rahman, Abdul H.
- 179-185 Automatic variance ratio test under conditional heteroskedasticity
by Kim, Jae H.
June 2009, Volume 6, Issue 2
- 56-72 The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?
by Ødegaard, Bernt Arne
- 73-82 Why disagreement may not matter (much) for asset prices
by Söderlind, Paul
- 83-94 The leverage effect without leverage
by Hens, Thorsten & Steude, Sven C.
- 95-105 Value-at-Risk computation by Fourier inversion with explicit error bounds
by Siven, Johannes Vitalis & Lins, Jeffrey Todd & Szymkowiak-Have, Anna
- 106-113 On the nature of mean-variance spanning
by Cheung, C. Sherman & Kwan, Clarence C.Y. & Mountain, Dean C.
March 2009, Volume 6, Issue 1
- 2-12 Why do reputable agents work for safer firms?
by Li, Fei & Ueda, Masako
- 13-22 Financing constraint, over-investment and market-to-book ratio
by Braouezec, Yann
- 23-33 Revisiting stock market index correlations
by Dalkir, Mehmet
- 34-39 Is the information produced in the stock market useful for depositors?
by Shimizu, Katsutoshi
- 40-46 Time-inconsistency of VaR and time-consistent alternatives
by Cheridito, Patrick & Stadje, Mitja
- 47-53 Analysis of ultra-high-frequency financial data using advanced Fourier transforms
by Giampaoli, Iacopo & Ng, Wing Lon & Constantinou, Nick
December 2008, Volume 5, Issue 4
- 191-203 Time-series predictability in the disaster model
by Gourio, François
- 204-212 Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
by Bayraktar, Erhan & Young, Virginia R.
- 213-220 The value of embedded real options: Evidence from consumer automobile lease contracts--A note
by Gamba, Andrea & Rigon, Riccardo
- 221-227 Modeling the leverage effect with copulas and realized volatility
by Ning, Cathy & Xu, Dinghai & Wirjanto, Tony S.
- 228-235 Dollar-weighted returns to stock investors: A new look at the evidence
by Keswani, Aneel & Stolin, David
- 236-244 Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices
by Kwan, Clarence C.Y.
September 2008, Volume 5, Issue 3
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