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Publisher: Routledge, part of the Taylor & Francis Group

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Volume 10, Number 5, 1 September 2000

The Federal Reserve's response to exchange rate shocks
pp. 461-470(10)
Authors: Assane, Djeto; Malamud, Bernard

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Modelling day-of-the-week seasonality in the S&P 500 index
pp. 483-488(6)
Authors: Franses, Philip Hans; Paap, Richard

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Evidence of market inefficiency in a war environment
pp. 489-492(4)
Authors: Chappell, David; Eldridge, Robert M.

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Does shareholder myopia lead to managerial myopia? A first look
pp. 493-505(13)
Author: Samuel, Cherian

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CAR 2: the impact of CAR on bank capital augmentation in Spain
pp. 507-518(12)
Authors: Altunbas, Yener; Carbo, Santiago; Gardener, Edward

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Long-term memory in stock market volatility
pp. 519-524(6)
Author: So, Mike K. P.

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A variance ratio test of the random walk hypothesis for Taiwan's stock market
pp. 525-532(8)
Authors: Chang, Kuo-Ping; Ting, Kuo-Shiuan

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Dividend initiation announcements effects in initial public offerings
pp. 533-542(10)
Authors: McCaffrey, K.; Hamill, P.

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A market-augmented model for SIMEX Brent crude oil futures contracts
pp. 543-552(10)
Authors: Sequeira, John M.; McAleer, Michael

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Heteroscedasticity in stock returns data revisited: volume versus GARCH effects
pp. 553-560(8)
Authors: Omran, M. F.; McKenzie, E.

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Security price anomalies in an emerging market: the case of the Athens Stock Exchange
pp. 561-571(11)
Authors: Coutts, Andrew; Kaplanidis, Christos; Roberts, Jennifer

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Tests of regimes - switching CAPM
pp. 573-578(6)
Author: Huang, Ho-Chuan

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