Kirt Butler, Katsushi Okada
págs. 1-15
American depository receipts and calendar anomalies
Janie Casello Bouges, Ravi Jain, Yash R. Puri
págs. 17-25
Do Australian hedge fund managers possess timing abilities?
Viet Do, Robert Faff, Madhu Veeraraghavan
págs. 27-38
págs. 39-57
Ching-Lung Chen, Gili Yen, Fu-Hsing Chang
págs. 59-72
Performance measures: advantages of linear risk penalization
Luis Ferruz Agudo, Fernando Gómez-Bezares Pascual , María Vargas
págs. 73-85
Hedging with weather derivatives: a role for options in reducing basis risk
Mark R. Manfredo, Timothy J. Richards
págs. 87-97
págs. 99-110
Andreas Humpe, Peter Macmillan
págs. 111-119
Structural breaks in the real exchange rate adjustment mechanism
Laurence Copeland, Saeed Heravi
págs. 121-134
The effect of group affiliation on the risk-taking of Japanese firms
Pascal Nguyen, Sophie Nivoix
págs. 135-146
Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests
Kian-Ping Lim, R. Brooks
págs. 147-155
págs. 157-174
págs. 175-182
A duration analysis of the time from prospectus to listing for Australian initial public offerings
R. Brooks, Tim R. L. Fry, William Dimovski
págs. 183-190
Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies
M.D. Delis, A. Koutsomanoli-Filippaki, C. Staikouras, Gerogiannaki Katerina
págs. 191-202
K. Mazouz, Michael Bowe
págs. 203-212
Changing credit rating standards in the UK: empirical evidence from 1999 to 2004
Eleimon Gonis, Peter Taylor
págs. 213-225
The valuation of special purpose vehicles by issuing structured credit-linked notes
C.-C. Chang, Chou-Wen Wang, Szu-Lang Liao
págs. 227-256