Acceso usuarios
Earnings management practices among growth and value firms
Pawan Madhogarhia, Ninon K. Sutton, Theodor Kohers
págs. 1767-1778
págs. 1779-1785
S.S. Poshakwale, C. Thapa
págs. 1787-1802
Transfiguration of the foreign exchange market since the Euro introduction
Liu Zhentao, Kazumi Asako
págs. 1803-1812
Interest-rate risk factor and stock returns: a time-varying factor-loadings model
Peng Huang, C. James Hueng
págs. 1813-1824
Using the artificial neural network to assess bank credit risk: a case study of Indonesia
Maximilian J. B. Hall, Dadang Muljawan, Lolita Moorena
págs. 1825-1846
Linkages between Shanghai and Hong Kong stock indices
Shenqiu Zhang, Iván Payá Sastre, David A. Peel
págs. 1847-1857
págs. 1859-1871
Tomasz Piotr Wisniewski
págs. 1873-1884
The structure of retail markets: what do we learn from bank-specific rates?
Shelagh Heffernan, Xiaoqing (Maggie) Fu
págs. 1885-1898
Time-variation in the value premium and the CAPM: evidence from European markets
Spyros Spyrou, Konstantinos Kassimatis
págs. 1899-1914
The efficiency of the stock market in the CARICOM sub-region: an empirical study
Patrick Kent Watson
págs. 1915-1924
The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
Ingo Fender, Martin Scheicher
págs. 1925-1945
págs. 1947-1959
Structural breaks and the Fisher hypothesis in bond and stock markets
Sung Bae, Taihyeup David Yi
págs. 1961-1973
págs. 1975-1986
The choice of IPO versus M&A: evidence from banking industry
Bill B. Francis, Iftekhar Hasan, Dona Siregar
págs. 1987-2007
