págs. 931-939
What determines the speed of adjustment to the target capital structure?
Wolfgang Drobetz, Gabrielle Wanzenried
págs. 941-958
Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market
D. G. McMillan, Alan E. H. Speight
págs. 959-972
Is there an empirical link between the dollar price of the euro and the monetary fundamentals?
Costas Karfakis
págs. 973-980
Is the risk-return relation positive?: Further evidence from a stochastic volatility in mean approach
Geoffrey F. Loudon
págs. 981-992
Economic variables and stock market returns: evidence from the Athens stock exchange
Theophano Patra, S.S. Poshakwale
págs. 993-1005