Dynamic interactions between private investment and the stock market: evidence from cointegration and error correction models
págs. 257-269
págs. 271-284
págs. 285-297
Market vs. analysts reaction: the effect of aggregate and firm-specific news
págs. 299-312
Estimates of the ICAPM with regime-switching betas: evidence from four pacific rim economies
págs. 313-327
Financial characteristics of banks involved in acquisitions: evidence from Asia
págs. 329-341
págs. 343-350
págs. 351-356
págs. 357-368
págs. 369-377
págs. 379-389
The monetary model of the exchange rate and equities: an ARDL bounds testing approach
págs. 391-397
págs. 399-411
The impact of stock incremental information on the volatility of the Athens stock exchange
Panayiotis F. Diamandis, Anastassios A. Drakos, Argyrios Volis
págs. 413-424
págs. 425-430
Efficiency in the eurobond market: application of nonparametric techniques
María Bonilla Musoles, Leandro García Menéndez, María Luisa Martí Selva
págs. 431-444
págs. 445-461
A structural time series test of the P-star model: evidence from the middle east
págs. 463-467
The stock market crisis and momentum: Some evidence for the Spanish stock market during the 1990s
págs. 469-486
Interest rate margins: a decomposition of dynamic oligopolistic conduct and market fundamentals
págs. 487-499
The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?
págs. 501-510
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