European Financial Management

Executive Summaries
pp. 1-2(2)

The risk of a currency swap: a multivariate-binomial methodology
pp. 9-27(19)
Authors: Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.

Excess stock returns and news: evidence from European markets
pp. 29-46(18)
Author: Malliaropulos, Dimitrios

The price path due to order imbalances: evidence from the Amsterdam Agricultural Futures Exchange
pp. 47-64(18)
Authors: Pennings, Joost M. E.; Kuiper, W. Erno; Hofstede, Frenkel ter; Meulenberg, Matthew T. G.

How well do classical credit risk pricing models fit swap transaction data?
pp. 65-77(13)
Authors: Cossin, Didier; Pirotte, Hugues

Bid-ask bias in cumulated returns: an analytical approach
pp. 79-90(12)
Authors: Datar, Vinay T.; Naik, Narayan Y.

A brief history of market efficiency
pp. 91-103(13)
Authors: Dimson, Elroy; Mussavian, Massoud

Announcements
pp. 104-108(5)