Far tail or extreme day returns, mutual fund cash flows and investment behaviour
David A. Burnie, Adri De Ridder
págs. 1241-1256
Bala Arshanapalli, William Nelson, Lorne Switzer
págs. 1257-1267
págs. 1269-1292
Tommy Lundgren, Rickard Olsson
págs. 1293-1307
Mutual funds biased preference for the parent's stock: evidence and explanation
Carlos Francisco Alves, Victor Mendes
págs. 1309-1320
Predictability of stock returns using financial statement information: evidence on semi-strong efficiency of emerging Greek stock market
Christos Alexakis, Theophano Patra, S.S. Poshakwale
págs. 1321-1326
Using Engel curves to estimate CPI bias in a small, open, inflation-targeting economy
John Gibson, Grant Scobie
págs. 1327-1335
The profitability, seasonality and source of industry momentum
Xiuqing Ji, Christos I. Giannikos
págs. 1337-1349
págs. 1351-1361
The efficiency of cooperative banks: the impact of environmental economic conditions
Francesca Battaglia, Vicenzo Farina, F. Fiordelisi, Ornella Ricci
págs. 1363-1376
págs. 1377-1395
A study of REITs in the Asia-Pacific area: volatility characters and their long-term relationship with stock indices
Ming-Shann Tsai, Sue-Jane Chiang, Chih-Hsun Lin
págs. 1397-1400
págs. 1401-1413
Evaluating value at risk using selection criteria of the model and the information set
Pilar Gargallo Valero, Jesús Miguel, M. Pilar Olave Rubio, Manuel Salvador Figueras
págs. 1415-1428
Integer-valued moving average modelling of the number of transactions in stocks
Kurt Brännäs, A. M. M. Shahiduzzaman Quoreshi
págs. 1429-1440
págs. 1441-1460
págs. 1461-1477