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Publisher: Routledge, part of the Taylor & Francis Group

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Volume 9, Number 6, 1 December 1999

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The weekday effect on the Shanghai stock exchange
pp. 551-565(15)
Authors: Wong, Kie Ann; Chen, Renbao; Shang, Xiaojun

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Stock returns and inflation: a new test of competing hypotheses
pp. 567-581(15)
Authors: Siklos, Pierre L.; Kwok, Ben

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Forecasting exchange rate volatility using autoregressive random variance model
pp. 583-591(9)
Authors: So, Mike K. P.; Lam, K.; Li, W. K.

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The intraday relationship between volume and volatility in LIFFE futures markets
pp. 593-604(12)
Authors: Gwilym, Owain Ap; McMillan, David; Speight, Alan

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An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
pp. 605-613(9)
Authors: Brooks, Chris; Garrett, Ian; Hinich, Melvin J.

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The interactions between trading volume and volatility: evidence from the equity options markets
pp. 627-637(11)
Authors: Park, Tae H.; Switzer, Lorne N.; Bedrossian, Robert

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