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Publisher: Routledge, part of the Taylor & Francis Group

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Volume 7, Number 5, 1 October 1997

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Security price anomalies in the London International Stock Exchange: a 60 year perspective
pp. 455-464(10)
Authors: Arsad, Zainudin; Coutts, J. Andrew

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Domestic and external factors in interest rate determination
pp. 465-471(7)
Authors: Caporale, Guglielmo Maria; Pittis, Nikitas

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Ex-dividend day stock price falls on the Spanish stock market
pp. 481-492(12)
Authors: Espitia, Manuel; Ruiz, Francisco-Javier

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Deterministic versus stochastic volatility: implications for option pricing models
pp. 499-505(7)
Authors: Brockman, Paul; Chowdhury, Mustafa

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The monetary model of the exchange rate and the Greek drachma in the 1920s
pp. 507-515(9)
Authors: Georgoutsos, Dimitris A.; Kouretas, Georgios P.

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Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets
pp. 517-523(7)
Authors: Clare, Andrew; Garrett, Ian; Jones, Greg

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An empirical investigation of asset-liability management of small US commercial banks
pp. 525-536(12)
Authors: Lai, Van Son; Hassan, M. Kabir

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Long-term over-reaction in the UK stock market and size adjustments
pp. 537-548(12)
Authors: Campbell, Kevin; Limmack, Robin J.

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Estimating skewness persistence in market returns
pp. 549-558(10)
Authors: Sengupta, Jati K.; Zheng, Yijuan

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The impact of inflation rate announcements on interest rate volatility: Australian evidence
pp. 559-566(8)
Authors: Silvapulle, Param; Pereira, Robert; Lee, John H. H.

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Long-term valuation effects of shareholder activism
pp. 567-573(7)
Authors: Akhigbe, Aigbe; Madura, Jeff; Tucker, Alan L.

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