The performance and impact of stock picks mentioned on 'Mad Money'
Bryan Lim, Joao Rosario
págs. 113-1124
págs. 1003-1010
Modelling size and illiquidity in West African equity markets
Bruce Hearn, Jenifer Piesse
págs. 1011-1030
págs. 1031-1039
General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets
Manabu Asai, Angelo Unite
págs. 1041-1049
Fernando A. Ribeiro Soares, Mauricio Barata de Paula Pinto, Tito Belchior Silva Moreira
págs. 1051-1056
Temporal information gaps and market efficiency: a dynamic behavioural analysis
Björn-Christopher Witte
págs. 1057-1070
Exchange rate volatility and export trade in Nigeria: an empirical investigation
Shehu Usman Rano Aliyu
págs. 1071-1084
Short horizon liquidity and trading activity in the US Treasury market: do inventory holding costs matter?
Kenneth Khang, T.-H.D. King
págs. 1085-1098
Modelling bank lending in the euro area: a nonlinear approach
L. Gambacorta, Carlotta Rossi
págs. 1099-1112
The determinates of equity portfolio holdings
Jonathan A. Batten, Xuan Vinh Vo
págs. 1125-1132
John F. McDonald
págs. 1133-1143
The long-run performance of firms emerging from Chapter 11 bankruptcy
Surendranath Jory, Jeff Madura
págs. 1145-1161
págs. 1163-1171
Do unobservable factors explain the disposition effect in emerging stock markets?
Hisham Farag, Robert Cressy
págs. 1173-1183
Financial intermediation and macroeconomic efficiency
Yves Kuhry, Laurent Weill
págs. 1185-1193
págs. 1195-1203
Maru Etta-Nkwelle, Jin-Gil Jeong, Philip Fanara
págs. 1205-1215
On the future contract quality option: a new look
Alejandro Balbás de la Corte, Susana Reichardt Moya
págs. 1217-1229
págs. 1231-1240