págs. 265-274
Passive shareholders and active managers: an empirical test of Admati and Pfleiderer's hypothesis
Steffen Brenner
págs. 275-291
Style analysis and dominant index timing: an application to Australian multi-sector managed funds
Kathryn Holmes, Robert Faff, Iain Clacher
págs. 293-301
The impact of the closing call auction: an examination of effects in London
Christopher Battig, P.L. Chelley-Steeley
págs. 303-315
Determinants of the component structure of intraday return distributions
Charlie Xiaowu Cai, K. Keasey, Gaoliang Tian
págs. 317-322
Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach
Francis In, Sangbae Kim, Robert Faff
págs. 323-330
págs. 331-343
Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil
Matthew S. Yiu, Wai-Yip Alex Ho, Daniel F. S. Choi
págs. 345-354
Style consistency of hedge fund indexes across providers
Peter Kugler, Jacqueline Henn-Overbeck, H. Zimmermann
págs. 355-369
Applying the Inclan-Tsiao breakpoint algorithm in the search for the flight-to-safety phenomenon
Kenneth L. Smith, Joe Brocato
págs. 371-380
Multivariate tests of asset pricing: simulation evidence from an emerging market
Javed Iqbal, R. Brooks, Don U. A. Galagedera
págs. 381-395
A test of the news model of stock price determination in an emerging market: the case of Kuwait
Imad A. Moosa, Sulaiman Al-Abduljader
págs. 397-405
The relative influence of the East and the West on Middle Eastern emerging stock markets: an empirical investigation
Richard A. Ajayi, Seyed Mehdian, Mark J. Perry
págs. 407-415
Identifying shifts in spread using the Cauchy CUSUM: an application to the Japanese yen/US dollar exchange rate
John M. Dukich, Douglas M. Hawkins
págs. 417-424
págs. 425-438
págs. 439-458
Philip Hans Franses, Jeanine Kippers
págs. 459-464
Speculative strategies in the foreign exchange market based on genetic programming predictions
Marcos Alvarez Díaz
págs. 465-476
Financial liberalization and stock market volatility: the case of Indonesia
Gregory A. James, Michail Karoglou
págs. 477-486
págs. 487-500
Empirical performance of affine option pricing models: evidence from the Australian index options market
Timothy Sharp, Steven Li, David Allen
págs. 501-514