págs. 1701-1705
Modelling long-run money demand: a panel data analysis on nine developed economies
Pasquale Foresti, Oreste Napolitano
págs. 1707-1719
The stock performance of family firms in the Portuguese market
José Luis Miralles Marcelo, María del Mar Miralles Quirós, Inés Lisboa
págs. 1721-1732
Foreign banks, profits, market power and efficiency in PICs: some evidence from Fiji
Parmendra Sharma, Neelesh Gounder, Dong Xiang
págs. 1733-1744
Improved alternatives to price multiple and earnings growth ratios used by bottom-up investors
David DeBoeuf, Hongbok Lee, Alex Stanley
págs. 1745-1754
Bank characteristics and stock reactions to federal funds rate target changes
Haiyan Yin, Jiawen Yang
págs. 1755-1764
Nickolaos V. Tsangarakis, Hlias K. Tsirigotakis, Emmanuel D. Tsiritakis
págs. 1765-1782
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules
Stefano d'Addona, Ilaria Musumeci
págs. 1783-1795
págs. 1797-1803
Dependence structure among international stock markets: a GARCH-copula analysis
Lu Yang, Shigeyuki Hamori
págs. 1805-1817
pág. 1819
págs. 1821-1838
págs. 1839-1851
Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis
págs. 1853-1863
Achieving superior performance with the Morningstar's Tortoise and Hare portfolios
Peppi M. Kenny, Don T. Johnson, Robert A. Kunkel
págs. 1865-1870
The effect of political connections on acquisition-evidence from Chinese nonSOEs
Jun Su, Min Zhang, Wen Zhang
págs. 1871-1890