págs. 535-549
Momentum in stock market returns: implications for risk premia on foreign currencies
Thomas Nitschka
págs. 551-560
Economic significance of oil price changes on Russian and Chinese stock markets
Michael Soucek, Neda Todorova
págs. 561-571
Relationship lending, default rate and loan portfolio quality
M. Cotugno, Valeria Stefanelli, Giuseppe Torluccio
págs. 573-587
Economic reforms, business groups and changing pattern of distribution of profitability across corporate firms in India: a semi-parametric analysis
Indraneel Chakraborty
págs. 589-602
págs. 603-617
págs. 619-628
Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model
Vassilios Babalos, E. Mamatzakis, Nikolaos Philippas
págs. 629-647
págs. 649-670
Nonparametric conditional density estimation of short-term interest rate movements: procedures, results and risk management implications
Ankit Kalda, Sikandar Siddiqui
págs. 671-684
Integrating analysts' forecasts in the security screening process:: empirical evidence from the Eurostoxx 50
Panos Xidonas, Haris Doukas
págs. 685-699
Are liquidity costs higher in options markets or in futures markets?
Samarth Shah, B. Wade Brorsen
págs. 701-708
págs. 709-727
Information technology sector and equity markets: an empirical investigation
Fredj Jawadi, Nabila Jawadi, Duc Khuong Nguyen
págs. 729-737
Long-run neutrality and superneutrality of money in South American economies
Robert Hiscock, Jagdish Handa
págs. 739-747
Beating the random walk: a performance assessment of long-term interest rate forecasts
Frank A. G. den Butter, Pieter W. Jansen
págs. 749-765
Competition and the performance of microfinance institutions
Eubalew Assefa, Niels Hermes, A. Meesters
págs. 767-782
págs. 783-787
págs. 789-804
págs. 805-816