The effect of Santa Ana wind conditions and cloudiness on Southern California stock returns
Andy Saporoschenko
págs. 683-694
Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds: implications for the true after-tax spot rate
Phillip R. Daves, Michael C. Ehrhardt
págs. 695-705
págs. 707-716
págs. 717-734
Risk-return relationships and asymmetric adjustment in the UK housing market
Bruce Morley, Dennis Thomas
págs. 735-742
págs. 743-746
Pricing Taiwan option market with GARCH and stochastic volatility
Hung-Hsi Huang, Ching-Ping Wang, Shiau-Hung Chen
págs. 747-754
págs. 755-761
págs. 763-770
The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence
Guangjie Li
págs. 771-787
Dynamic correlation between stock prices and exchange rates
Chia-Hao Lee, Shuh-Chyi Doong, Pei-I Chou
págs. 789-800
On the importance of asymmetries for dynamics hedging during the subprime crisis
Yu-Sheng Lai, Her-Jiun Sheu
págs. 801-813
Peter Brusov, Tatiana Filatova, Natali Orehova, Nastia Brusova
págs. 815-824
Price transmission between stocks of European countries and their American depositary receipts
Weiju Young, Chung-An Li
págs. 825-835
Sum of the parts stock return forecasting: international evidence
David G. McMillan, Mark E. Wohar
págs. 837-845
Productivity changes and risk management in Indonesian banking: a Malmquist analysis
M.D. Hadad, Maximilian J. B. Hall, A. Kenjegalieva, Wimboh Santoso, Richard Simper
págs. 847-861
International sports and investor sentiment: do national team matches really affect stock market returns?
Jeffrey R. Gerlach
págs. 863-880
Are seasoned equity offerings made in response to weak operating performance?
Mark Bayless, N. R. Jay
págs. 881-895
págs. 897-904
págs. 905-915