Recovering the moments of information flow and the normality of asset returns
A. Murphy, Marwan Izzeldin
págs. 761-769
Jie Ding, Nigel Meade
págs. 771-783
págs. 785-794
págs. 795-802
págs. 803-809
págs. 811-825
Are firms hedging or speculating? The relationship between financial derivatives and firm risk
Hoa Nguyen, Robert Faff
págs. 827-843
págs. 845-860
págs. 861-878
págs. 879-890
págs. 891-898
An application of closed-form GARCH option-pricing model on FTSE 100 option and volatility
YongChern Su, MingDa Chen, HanChing Huang
págs. 899-910
págs. 911-922
págs. 923-940
págs. 941-954
Measuring bond market liquidity: devising a composite aggregate liquidity score
Moorad Choudhry
págs. 955-973
The roles of stock market in the finance-growth nexus: time series cointegration and causality evidence from Taiwan
Han Hou, Su-Yin Cheng
págs. 975-981
págs. 983-987
Realized mean-variance efficient portfolio selection and euro area stock market integration
Claudio Morana
págs. 989-1001