The performance of moving average rules in emerging stock markets
S.G.M. Fifield, D.M. Power, D.G.S. Knipe
págs. 1515-1532
Are there threshold effects in the stock price-dividend relation?: the case of the US stock market, 1871-2004
Vicente Esteve, María Asunción Prats Albentosa
págs. 1533-1537
An examination of IPO underpricing in the growth enterprise market of Hong Kong
Anna P. I. Vong, N. Zhao
págs. 1539-1547
Evidence on growth and financial development using principal components
Karima Saci, Ken Holden
págs. 1549-1560
Pricing futures options with basis risk: evidence from S&P 500 futures options
Chou-Wen Wang, Ting-Yi Wu
págs. 1561-1567
Athens' Olympic Games 2004 impact on sponsors' stock returns
Aristeidis Samitas, Dimitris Kenourgios, Peter Zounis
págs. 1569-1580
págs. 1581-1595
Long-horizon yield curve projections: comparison of semi-parametric and parametric approaches
Ken Nyholm, Riccardo Rebonato
págs. 1597-1611
págs. 1613-1622
Relationship between downside risk and return: new evidence through a multiscaling approach
Don U. A. Galagedera, Elizabeth Ann Maharaj, R. Brooks
págs. 1623-1633
Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns
Chun-Hao Chang, B. Dupoyet, Arun J. Prakash
págs. 1635-1646
The concentration of creditors: evidence from small businesses
L. Han, D. J. Storey, S. Fraser
págs. 1647-1656
The impact of lifting the short-sale price restriction on volatility and liquidity in Taiwan
Ching-Chung Lin
págs. 1657-1665
The risk premiums of the four-factor asset pricing model in the Hong Kong stock market
Keith S.K. Lam, Frank K. Li
págs. 1667-1680
A new perspective on financial anomalies in emerging markets: the case of China
Z. Zhang, Wai Sun, Hua Wang
págs. 1681-1695
Effect of intervalling and skewness on portfolio selection in developed and developing markets
Chun-Hao Chang, B. Dupoyet, Arun J. Prakash
págs. 1697-1707
Causality-in-variance and causality-in-mean among European government bond markets
Guangzhong Li, James F. Refalo, L. Wu
págs. 1709-1720
págs. 1721-1737
Deflator selection and generalized linear modelling in market-based regression analyses
Changbao Wu, Bixia Xu
págs. 1739-1753
págs. 1755-1764