Content
2011, Volume 17, Issue 7
- 577-587 Commonality in returns, order flows, and liquidity in the Greek stock market
by Peter Dunne & Michael Moore & Vasileios Papavassiliou - 589-601 A modified Corrado test for assessing abnormal security returns
by Ali Ataullah & Xiaojing Song & Mark Tippett
2011, Volume 17, Issue 5-6
- 337-337 Introduction and preface
by Chris Adcock - 339-354 History of financial research and education in Finland
by Mika Vaihekoski - 355-376 The use of derivatives in Nordic firms
by Tor Brunzell & Mats Hansson & Eva Liljeblom - 377-390 Cross-distributional robustness of conditional weekday effects: evidence from European equity-index returns
by Kenneth Hogholm & Johan Knif & Seppo Pynnonen - 391-408 Corporate governance and profitability in family SMEs
by Mats Hansson & Eva Liljeblom & Minna Martikainen - 409-425 Co-movement of the Finnish and international stock markets: a wavelet analysis
by Michael Graham & Jussi Nikkinen - 427-450 External corporate governance and performance: evidence from the Nordic countries
by Seppo Ikaheimo & Vesa Puttonen & Tuomas Ratilainen - 451-469 The 'Dogs of the Dow' strategy revisited: Finnish evidence
by Eemeli Rinne & Sami Vahamaa
2011, Volume 17, Issue 4
- 259-284 In or out: the effect of euro membership on the exercise of real business options
by Tom Aabo & Christos Pantzalis - 285-306 Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
by Frank McGroarty & Owain ap Gwilym & Stephen Thomas - 307-320 Translation-invariant and positive-homogeneous risk measures and optimal portfolio management
by Z. Landsman & U. Makov - 321-336 Time-varying stock returns and labor income risks in the US and UK
by Yuming Li
2011, Volume 17, Issue 3
- 169-196 Monte Carlo methods for pricing discrete Parisian options
by Carole Bernard & Phelim Boyle - 197-216 The explanatory power of trading volume and insider activity in a pari-mutuel betting market
by Alistair Bruce & Johnnie Johnson & Leilei Tang - 217-239 Wealth effects of private equity investments on the German stock market
by Ann-Kristin Achleitner & Christian Andres & Andre Betzer & Charlie Weir - 241-258 Do heterogeneous beliefs diversify market risk?
by Carl Chiarella & Roberto Dieci & Xue-Zhong He
2011, Volume 17, Issue 2
- 83-110 Intraday euro exchange rates and international macroeconomic announcements
by Kevin Evans & Alan Speight - 111-131 Market discipline in the banking industry: evidence from spread dispersion
by Giuliano Iannotta - 133-152 Institutional block-holdings of UK firms: do corporate governance mechanisms matter?
by Arif Khurshed & Stephen Lin & Mingzhu Wang - 153-168 End-user order flow and exchange rate dynamics - a dealer's perspective
by Stefan Reitz & Markus Schmidt & Mark Taylor
2011, Volume 17, Issue 1
- 1-25 The growth companies puzzle: can growth opportunities measures predict firm growth?
by Jo Danbolt & Ian Hirst & Eddie Jones - 27-48 Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models
by Julien Idier - 49-65 Analysing bank-issued option pricing
by David Abad & Belen Nieto - 67-82 Performance evaluation of dynamic trading strategies in UK stock returns incorporating lagged conditioning information
by Greg Anderson & Jonathan Fletcher & Andrew Marshall
2010, Volume 16, Issue 8
- 743-752 Numerical solution of the sequential investment model: a note on Dixit and Pindyck's (1994) analysis
by R. H. Berry & S. X. Zuo - 753-767 Correlations and spillovers among three euro rates: evidence using realised variance
by David McMillan & Isabel Ruiz & Alan Speight - 769-783 Determinants of the inflation compensation curve in the euro area
by Jerome Coffinet & Sebastien Frappa
2010, Volume 16, Issue 7
- 611-640 The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts
by Helder Sebastiao - 641-656 UK stock price effects of permanent and transitory shocks
by Andrew Vivian & Mark Wohar - 657-676 The information content of risk-neutral densities: tests based on Hungarian currency option-implied densities
by Csaba Csavas - 677-710 Foreign debt as a hedging instrument of exchange rate risk: a new perspective
by Luis Otero Gonzalez & Milagros Vivel Bua & Sara Fernandez Lopez & Pablo Duran Santomil - 711-726 Efficient market hypothesis in European stock markets
by Maria Rosa Borges - 727-741 The performance of the European stock markets: a time-varying Sharpe ratio approach
by Jose Soares da Fonseca
2010, Volume 16, Issue 6
- 481-502 Population age structure and household portfolio choices in Italy
by Marianna Brunetti & Costanza Torricelli - 503-525 Utility-based pricing of weather derivatives
by Helene Hamisultane - 527-539 A time-varying common risk factor affecting corporate yield spreads
by Yusho Kagraoka - 541-560 Modelling and trading the EUR/USD exchange rate at the ECB fixing
by Christian Dunis & Jason Laws & Georgios Sermpinis - 561-586 Option-based forecasts of volatility: an empirical study in the DAX-index options market
by S. Muzzioli - 587-610 Mean-reversion properties of implied volatilities
by Florian Ielpo & Guillaume Simon
2010, Volume 16, Issue 5
- 381-411 Does the CFO matter in family firms? Evidence from Italy
by Stefano Caselli & Alberta Di Giuli - 413-435 Liability-driven investment: multiple liabilities and the question of the number of moments
by Michael Theobald & Peter Yallup - 437-458 Large debt financing: syndicated loans versus corporate bonds
by Yener Altunbas & Alper Kara & David Marques-Ibanez - 459-480 Migration and the retail banking industry: an examination of immigrants' bank nationality choice in Germany
by Fabian Gleisner & Andreas Hackethal & Christian Rauch
2010, Volume 16, Issue 4
- 281-304 Are retail investors the culprits? Evidence from Australian individual stock price bubbles
by Julia Henker & Thomas Henker - 305-327 Valuation of reverse mortgages under (limited) default risk
by Andreas Kolbe & Rudi Zagst - 329-351 Individual home bias, portfolio churning and performance
by Lars Norden - 353-372 Delegated portfolio management and risk-taking behavior
by Jose Luiz Barros Fernandes & Juan Ignacio Pena & Benjamin Miranda Tabak - 373-379 On the dangers of a simplistic American option simulation valuation method
by Nelson Areal & Artur Rodrigues
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