págs. 769-783
The impact of family ownership and dual class shares on takeover risk
M. Holmen, Eugene Nivorozhkin
págs. 785-804
págs. 805-825
Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners
Abdulnasser Hatemi-J., Eduardo D. Roca
págs. 827-835
Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities
Sheng-Yung Yang
págs. 837-853
Designing deposit insurance scheme under asymmetric information with double liability option
Rafiqul Bhuyan, Yuxing Yan
págs. 855-870
The relationship between capital investment and R&D spending: a panel cointegration analysis
Jeroen P. J. de Jong
págs. 871-880
págs. 881-885
págs. 887-900
Assessments of the program for financial revival of the Japanese banks
Tatsuyoshi Miyakoshi, Yoshihiko Tsukuda
págs. 901-912
Intraday pattern in liquidity covariation: evidence from NYSE listed firms
Mohsen Saad, Ali F. Darrat
págs. 913-919
Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998
Francisco J. Ledesma Rodríguez, Manuel Navarro Ibáñez, Jorge V. Pérez Rodríguez, Simón Sosvilla Rivero
págs. 921-932
págs. 933-940
Monetary policy rules under a fixed exchange rate regime: empirical evidence from China
S. Wang, Jagdish Handa
págs. 941-950
Testing for infrequent permanent shocks: is the US inflation rate stationary?
Roger A. Fujihara, Mbodja Mougoué
págs. 951-960
págs. 961-978
Disentangling the signalling and liquidity effects of stock splits
Sunil K. Mohanty, Doocheol Moon
págs. 979-987
Capital structure choice in European Union: evidence from the construction industry
Andreas Feidakis, Antonios Rovolis
págs. 989-1002
págs. 1003-1012
págs. 1013-1024