How do you straddle hogs and pigs? Ask the Greeks!
Andrew McKenzie, Michael Thomsen, Josh Phelan
págs. 511-520
Determinants of the underpricing of new shares during the subscription period: empirical evidence from the Spanish stock exchange
Consuelo Riaño Gil, Francisco Javier Ruiz Cabestre, Rafael Santamaría Aquilué
págs. 521-540
págs. 541-557
Private placements of common equity and the industry rival response
Scott Besley, Ninon Kohers, Tanja Steigner
págs. 559-568
Are implied volatilities more informative?: The Brazilian real exchange rate case
Eui Jung Chung, Benjamin M. Tabak
págs. 569-576
Takeover-divestiture combinations and shareholder wealth
Christopher J. Marquette, Thomas G. E. Williams
págs. 577-586
págs. 587-596
págs. 597-613
The target cash rate and its impact on investment asset returns in Australia
Jenny Diggle, R. Brooks
págs. 615-633
The causal modelling on equity market innovations: fit or forecast?
Jin Woong Kim, David A. Bessler
págs. 635-646
Discretized time and conditional duration modelling for stock transaction data
Kurt Brännäs, Ola Simonsen
págs. 647-658
Volatility transmission across markets: a Multichain Markov Switching model
Giampiero Gallo, Edoardo Otranto
págs. 659-670
págs. 671-681
Hedging effectiveness and futures contract maturity: the case of NYMEX crude oil futures
Ronald D. Ripple, Imad A. Moosa
págs. 683-689
págs. 691-700
págs. 701-708
págs. 709-723
Bivariate and higher-order terms in models of international equity returns
Kirt Butler, Katsushi Okada
págs. 725-737
Spanning tests for options using principal components methods
Charlotte S. Hansen, Bjorn E. Tuypens
págs. 739-746
REIT markets and rational speculative bubbles: an empirical investigation
George A. Waters, James E. Payne
págs. 747-753
págs. 755-767